Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130911.6269 | 990869.8777 | 140041.7492 | 4620820.9032 | 3928304.9447 | 692515.9585 |
Total P&L (%) | 1130.9116 | 990.8699 | 140.0417 | 4620.8209 | 3928.3049 | 692.516 |
Avg Daily Profit (%) | 0.49 | 0.4293 | 0.0607 | 0.1671 | 0.1603 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102019 | -112976 | -138296 | -7162087 | -7293295 | -4561629 |
Profit Factor | 2.3078 | 3.2612 | 1.3283 | 1.1121 | 1.173 | 1.0374 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 34.5745 | 36.1702 | 32.9787 | 34.5745 | 36.1702 | 32.9787 |
Ratio Avg Win / Avg Loss | 4.3671 | 5.7551 | 2.6995 | 2.1045 | 2.07 | 2.1083 |
Largest Winning Trade | 420971 | 420971 | 61572 | 4723711 | 4723711 | 3566439 |
Largest Losing Trade | -51980 | -51980 | -31243 | -3303420 | -3303420 | -1620899 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Losers | 10 | 15 | 5 | 10 | 15 | 5 |
Bars Traded | 4379 | 2489 | 1889 | 4379 | 2489 | 1889 |
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 | 366265 | 389815 | -117180 | -93063 | -26834 | -257644 |
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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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