Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855545.6778 | 678600.8253 | 176944.8525 | 5789683.3997 | 3300977.6239 | 2488705.7759 |
Total P&L (%) | 855.5457 | 678.6008 | 176.9449 | 5789.6834 | 3300.9776 | 2488.7058 |
Avg Daily Profit (%) | 0.3419 | 0.2712 | 0.0707 | 0.163 | 0.141 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113311 | -111639 | -57740 | -17866257 | -14744749 | -6721012 |
Profit Factor | 1.8484 | 2.1619 | 1.417 | 1.0911 | 1.0937 | 1.088 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 52.0833 | 46.875 | 57.2917 | 52.0833 | 46.875 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.7005 | 2.4501 | 1.0563 | 1.0038 | 1.2395 | 0.8111 |
Largest Winning Trade | 142728 | 142728 | 70243 | 6442684 | 6442684 | 3460847 |
Largest Losing Trade | -41725 | -41725 | -34107 | -5514613 | -2791127 | -5514613 |
Avg Bars in Trades | 50 | 59 | 42 | 50 | 59 | 42 |
Avg Bars in Winners | 48 | 56 | 41 | 48 | 56 | 41 |
Avg Bars in Losers | 53 | 61 | 43 | 53 | 61 | 43 |
Bars Traded | 9753 | 5681 | 4072 | 9753 | 5681 | 4072 |
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 | 505202 | 404833 | -97084 | -111283 | -123383 | -143666 |
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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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