Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964868.8259 | 777705.6142 | 187163.2117 | 3072001.9171 | 1887662.0532 | 1184339.8638 |
Total P&L (%) | 964.8688 | 777.7056 | 187.1632 | 3072.0019 | 1887.6621 | 1184.3399 |
Avg Daily Profit (%) | 0.4004 | 0.3227 | 0.0777 | 0.1435 | 0.1241 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98282 | -99753 | -129591 | -4311912 | -3937298 | -2604639 |
Profit Factor | 1.7936 | 2.1582 | 1.3438 | 1.0912 | 1.0986 | 1.0815 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 182 | 100 | 82 | 182 | 100 | 82 |
Profitability (%) | 35.2313 | 29.078 | 41.4286 | 35.2313 | 29.078 | 41.4286 |
Ratio Avg Win / Avg Loss | 3.2973 | 5.2639 | 1.8999 | 2.006 | 2.6794 | 1.529 |
Largest Winning Trade | 406589 | 406589 | 38925 | 3153414 | 3153414 | 1355801 |
Largest Losing Trade | -24948 | -24948 | -22573 | -1089197 | -1089197 | -631186 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 39 | 26 | 31 | 39 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 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 | 329629 | 52121 | -91034 | -124109 | -149641 | -184119 |
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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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