Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055015.4043 | 901124.9549 | 153890.4494 | 2392941.8715 | 1055171.9204 | 1337769.9511 |
Total P&L (%) | 1055.0154 | 901.125 | 153.8904 | 2392.9419 | 1055.1719 | 1337.77 |
Avg Daily Profit (%) | 0.4369 | 0.3731 | 0.0637 | 0.1333 | 0.1014 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86774 | -57841 | -55871 | -3346606 | -2378096 | -1603571 |
Profit Factor | 2.6673 | 3.7459 | 1.5052 | 1.1864 | 1.1541 | 1.2233 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 30.1136 | 27.2727 | 32.9545 | 30.1136 | 27.2727 | 32.9545 |
Ratio Avg Win / Avg Loss | 6.1902 | 9.9891 | 3.0624 | 2.7533 | 3.0775 | 2.4888 |
Largest Winning Trade | 659267 | 659267 | 67374 | 1784815 | 1784815 | 1540644 |
Largest Losing Trade | -17873 | -17873 | -17132 | -676668 | -676668 | -554663 |
Avg Bars in Trades | 53 | 40 | 66 | 53 | 40 | 66 |
Avg Bars in Winners | 144 | 113 | 169 | 144 | 113 | 169 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 9418 | 3566 | 5852 | 9418 | 3566 | 5852 |
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 | 300182 | -3724 | -112340 | -35927 | -127285 | -51356 |
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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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