Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920823.7673 | 739806.1965 | 181017.5708 | 2647692.867 | 1168624.0307 | 1479068.8363 |
Total P&L (%) | 920.8238 | 739.8062 | 181.0176 | 2647.6929 | 1168.624 | 1479.0688 |
Avg Daily Profit (%) | 0.3818 | 0.3068 | 0.0751 | 0.1375 | 0.1054 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129548 | -103345 | -100012 | -4429776 | -3685795 | -2074915 |
Profit Factor | 2.0266 | 2.4343 | 1.4749 | 1.1364 | 1.1039 | 1.1812 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 43.4783 | 37.6812 | 49.2754 | 43.4783 | 37.6812 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.6345 | 4.0259 | 1.5182 | 1.4773 | 1.8256 | 1.2159 |
Largest Winning Trade | 354101 | 354101 | 54596 | 2518287 | 2518287 | 1950611 |
Largest Losing Trade | -36749 | -33585 | -36749 | -1784583 | -1784583 | -946484 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 70 | 76 | 65 | 70 | 76 | 65 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 7063 | 3738 | 3325 | 7063 | 3738 | 3325 |
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 | 405807 | -93160 | -192704 | -81775 | -263786 | -163207 |
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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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