Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948670.3528 | 725490.9411 | 223179.4117 | 8873345.2265 | 1265741.7314 | 7607603.4951 |
Total P&L (%) | 948.6704 | 725.4909 | 223.1794 | 8873.3452 | 1265.7417 | 7607.6035 |
Avg Daily Profit (%) | 0.3936 | 0.301 | 0.0926 | 0.1868 | 0.1085 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85148 | -54267 | -93253 | -12747620 | -8739101 | -6554300 |
Profit Factor | 2.5475 | 3.3264 | 1.741 | 1.2419 | 1.0661 | 1.4337 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 32.1429 | 27.381 | 36.9048 | 32.1429 | 27.381 | 36.9048 |
Ratio Avg Win / Avg Loss | 5.378 | 8.8223 | 2.9765 | 2.6218 | 2.8276 | 2.4512 |
Largest Winning Trade | 288988 | 288988 | 61793 | 5795658 | 5054099 | 5795658 |
Largest Losing Trade | -21519 | -15367 | -21519 | -1964525 | -1372123 | -1964525 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 68 | 63 | 71 | 68 | 63 | 71 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4687 | 1976 | 2711 | 4687 | 1976 | 2711 |
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 | 315464 | -4111 | -71453 | 107208 | -213715 | 160587 |
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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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