Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968246.0363 | 745064.5755 | 223181.4608 | 7561820.6982 | 2260518.8876 | 5301301.8107 |
Total P&L (%) | 968.246 | 745.0646 | 223.1815 | 7561.8207 | 2260.5189 | 5301.3018 |
Avg Daily Profit (%) | 0.4018 | 0.3092 | 0.0926 | 0.1802 | 0.1313 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121363 | -95547 | -57938 | -9915001 | -7935182 | -4357404 |
Profit Factor | 2.0159 | 2.4151 | 1.5232 | 1.1641 | 1.0808 | 1.2933 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 44.4976 | 42.8571 | 46.1538 | 44.4976 | 42.8571 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5145 | 3.2201 | 1.7771 | 1.452 | 1.441 | 1.5088 |
Largest Winning Trade | 272323 | 272323 | 55868 | 8460956 | 8460956 | 3851597 |
Largest Losing Trade | -40836 | -34824 | -40836 | -4241278 | -4241278 | -3325091 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 4738 | 2569 | 2169 | 4738 | 2569 | 2169 |
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 | 461704 | 388708 | -68267 | -32871 | -151839 | 266509 |
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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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