Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007139.1338 | 795936.366 | 211202.7678 | 5082238.345 | 1854753.5996 | 3227484.7454 |
Total P&L (%) | 1007.1391 | 795.9364 | 211.2028 | 5082.2383 | 1854.7536 | 3227.4847 |
Avg Daily Profit (%) | 0.4179 | 0.3303 | 0.0876 | 0.1639 | 0.1234 | 0.1455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83962 | -97898 | -108319 | -8367182 | -7931551 | -5507490 |
Profit Factor | 1.8508 | 2.2187 | 1.398 | 1.0781 | 1.0499 | 1.1159 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 189 | 102 | 87 | 189 | 102 | 87 |
Profitability (%) | 35.0515 | 30.137 | 40 | 35.0515 | 30.137 | 40 |
Ratio Avg Win / Avg Loss | 3.4295 | 5.1434 | 2.097 | 1.9977 | 2.4338 | 1.6738 |
Largest Winning Trade | 406589 | 406589 | 38925 | 6345253 | 6345253 | 2454641 |
Largest Losing Trade | -22952 | -22952 | -22573 | -2253133 | -2253133 | -1353596 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 37 | 25 | 30 | 37 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4779 | 2492 | 2287 | 4779 | 2492 | 2287 |
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 | 338363 | 207330 | -77945 | -129739 | -199974 | -94081 |
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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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