Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872397.4656 | 696240.668 | 176156.7976 | 3594105.8411 | 420573.7771 | 3173532.064 |
Total P&L (%) | 872.3975 | 696.2407 | 176.1568 | 3594.1058 | 420.5738 | 3173.5321 |
Avg Daily Profit (%) | 0.3621 | 0.289 | 0.0731 | 0.1499 | 0.0685 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117018 | -77166 | -105014 | -2868875 | -1964621 | -1066370 |
Profit Factor | 2.2186 | 2.8712 | 1.5123 | 1.3222 | 1.0651 | 1.6753 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 46.0606 | 39.759 | 52.439 | 46.0606 | 39.759 | 52.439 |
Ratio Avg Win / Avg Loss | 2.5981 | 4.3504 | 1.3716 | 1.5484 | 1.6139 | 1.5195 |
Largest Winning Trade | 293029 | 293029 | 64870 | 1409787 | 1366238 | 1409787 |
Largest Losing Trade | -38332 | -38332 | -24182 | -810022 | -810022 | -648346 |
Avg Bars in Trades | 57 | 47 | 68 | 57 | 47 | 68 |
Avg Bars in Winners | 88 | 76 | 97 | 88 | 76 | 97 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 9537 | 3943 | 5594 | 9537 | 3943 | 5594 |
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 | 467195 | 358752 | -98077 | 294145 | -253544 | -159 |
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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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