Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935654.0045 | 741000.2103 | 194653.7942 | 4844163.8497 | 1342189.3164 | 3501974.5332 |
Total P&L (%) | 935.654 | 741.0002 | 194.6538 | 4844.1639 | 1342.1893 | 3501.9745 |
Avg Daily Profit (%) | 0.3882 | 0.3075 | 0.0808 | 0.162 | 0.1108 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140401 | -63265 | -114075 | -2914797 | -2088625 | -1549476 |
Profit Factor | 2.2978 | 3.3029 | 1.4876 | 1.377 | 1.2314 | 1.4968 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 48.4076 | 45.5696 | 51.2821 | 48.4076 | 45.5696 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.4489 | 3.9451 | 1.4132 | 1.4676 | 1.4708 | 1.422 |
Largest Winning Trade | 309301 | 309301 | 69282 | 1553100 | 1230050 | 1553100 |
Largest Losing Trade | -44004 | -38781 | -44004 | -1283190 | -980521 | -1283190 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4749 | 2162 | 2587 | 4749 | 2162 | 2587 |
Profit Streak | 0 | 0 | 14.2077 | 0 | 0 | 14.2077 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512095 | -13132 | -117581 | 304940 | -73397 | -26364 |
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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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