Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915080.8426 | 712809.7545 | 202271.0882 | 7741899.7709 | 7287279.196 | 454620.5749 |
Total P&L (%) | 915.0808 | 712.8098 | 202.2711 | 7741.8998 | 7287.2792 | 454.6206 |
Avg Daily Profit (%) | 0.3853 | 0.3002 | 0.0852 | 0.1838 | 0.1813 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139670 | -88722 | -74893 | -22164365 | -12975220 | -15556663 |
Profit Factor | 2.2039 | 2.8442 | 1.5414 | 1.1086 | 1.1955 | 1.0134 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 48.7179 | 45.7627 | 51.7241 | 48.7179 | 45.7627 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3199 | 3.3709 | 1.4387 | 1.1669 | 1.4169 | 0.9458 |
Largest Winning Trade | 219810 | 219810 | 67995 | 7956219 | 7956219 | 7945522 |
Largest Losing Trade | -39234 | -30395 | -39234 | -6518657 | -4820216 | -6518657 |
Avg Bars in Trades | 118 | 86 | 151 | 118 | 86 | 151 |
Avg Bars in Winners | 186 | 140 | 228 | 186 | 140 | 228 |
Avg Bars in Losers | 54 | 40 | 69 | 54 | 40 | 69 |
Bars Traded | 13910 | 5107 | 8803 | 13910 | 5107 | 8803 |
Profit Streak | 0 | 0 | 140.6702 | 0 | 0 | 140.6702 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490589 | -164005 | -256131 | -93363 | -175921 | -482532 |
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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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