Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070891.5846 | 831853.4392 | 239038.1454 | 15117029.1015 | 3387709.9976 | 11729319.1039 |
Total P&L (%) | 1070.8916 | 831.8534 | 239.0381 | 15117.0291 | 3387.71 | 11729.3191 |
Avg Daily Profit (%) | 0.4413 | 0.3428 | 0.0985 | 0.2073 | 0.1465 | 0.1969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89899 | -47509 | -127460 | -11170564 | -6291435 | -4879128 |
Profit Factor | 2.6084 | 3.5439 | 1.7055 | 1.433 | 1.1882 | 1.6936 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 30.303 | 27.2727 | 33.3333 | 30.303 | 27.2727 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.9994 | 9.4503 | 3.4111 | 3.2958 | 3.1684 | 3.3872 |
Largest Winning Trade | 328052 | 328052 | 70117 | 6835383 | 5849963 | 6835383 |
Largest Losing Trade | -21112 | -15367 | -21112 | -1995405 | -1995405 | -1534955 |
Avg Bars in Trades | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Winners | 61 | 48 | 72 | 61 | 48 | 72 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4711 | 1858 | 2853 | 4711 | 1858 | 2853 |
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 | 314253 | -3824 | -64720 | 135438 | -29332 | 170148 |
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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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