Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105654.8244 | 887920.877 | 217733.9474 | 14428560.3044 | 3307895.5649 | 11120664.7394 |
Total P&L (%) | 1105.6548 | 887.9209 | 217.7339 | 14428.5603 | 3307.8956 | 11120.6647 |
Avg Daily Profit (%) | 0.4772 | 0.3832 | 0.094 | 0.2151 | 0.1524 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126444 | -123477 | -68206 | -8979281 | -9980832 | -3687556 |
Profit Factor | 2.2297 | 2.6178 | 1.6216 | 1.2664 | 1.0904 | 1.632 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 45.0292 | 44.186 | 45.8824 | 45.0292 | 44.186 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.722 | 3.3067 | 1.9127 | 1.5459 | 1.3774 | 1.925 |
Largest Winning Trade | 303138 | 303138 | 82218 | 4863085 | 4863085 | 4331545 |
Largest Losing Trade | -46504 | -46504 | -37120 | -2584299 | -2584299 | -2016051 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 106 | 95 | 117 | 106 | 95 | 117 |
Avg Bars in Losers | 55 | 49 | 61 | 55 | 49 | 61 |
Bars Traded | 13421 | 6005 | 7415 | 13421 | 6005 | 7415 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490080 | 432409 | -66359 | 292283 | -115997 | 332409 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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