Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639840.7297 | 462565.3703 | 177275.3595 | 4877566.4906 | 2235111.1055 | 2642455.3851 |
Total P&L (%) | 639.8407 | 462.5654 | 177.2754 | 4877.5665 | 2235.1111 | 2642.4554 |
Avg Daily Profit (%) | 0.3071 | 0.222 | 0.0851 | 0.1877 | 0.1513 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74506 | -52201 | -110805 | -4359857 | -2220996 | -2782342 |
Profit Factor | 1.7083 | 2.001 | 1.4018 | 1.3498 | 1.3501 | 1.3495 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Losing Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Profitability (%) | 50.5495 | 53.2847 | 47.7941 | 50.5495 | 53.2847 | 47.7941 |
Ratio Avg Win / Avg Loss | 1.6712 | 1.7543 | 1.5312 | 1.3205 | 1.1837 | 1.4741 |
Largest Winning Trade | 68655 | 67032 | 68655 | 1761820 | 1547031 | 1761820 |
Largest Losing Trade | -39862 | -39862 | -31102 | -2121574 | -902796 | -2121574 |
Avg Bars in Trades | 90 | 79 | 100 | 90 | 79 | 100 |
Avg Bars in Winners | 94 | 84 | 104 | 94 | 84 | 104 |
Avg Bars in Losers | 86 | 74 | 96 | 86 | 74 | 96 |
Bars Traded | 24604 | 10946 | 13658 | 24604 | 10946 | 13658 |
Profit Streak | 0 | 0 | 21.2128 | 0 | 0 | 21.2128 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492838 | 426468 | -78033 | 353535 | 296880 | 272680 |
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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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