Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256328.7991 | 1124375.2909 | 131953.5082 | 1213379.7521 | -1119646.1808 | 2333025.9329 |
Total P&L (%) | 1256.3288 | 1124.3753 | 131.9535 | 1213.3798 | -1119.6462 | 2333.0259 |
Avg Daily Profit (%) | 0.5289 | 0.4733 | 0.0555 | 0.1085 | 0 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136626 | -109743 | -74787 | -10073956 | -8116966 | -4326480 |
Profit Factor | 2.7255 | 3.8567 | 1.3945 | 1.0458 | 0.9235 | 1.1963 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 32.2917 | 28.125 | 36.4583 | 32.2917 | 28.125 | 36.4583 |
Ratio Avg Win / Avg Loss | 5.7148 | 9.856 | 2.4304 | 2.1927 | 2.36 | 2.085 |
Largest Winning Trade | 867207 | 867207 | 71602 | 5319992 | 5319992 | 3631927 |
Largest Losing Trade | -36461 | -36461 | -32934 | -3411621 | -3411621 | -1992595 |
Avg Bars in Trades | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Winners | 122 | 103 | 136 | 122 | 103 | 136 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 9084 | 3677 | 5407 | 9084 | 3677 | 5407 |
Profit Streak | 0 | 0 | 14.4761 | 0 | 0 | 14.4761 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366037 | 35665 | -121942 | -222732 | -594339 | -21545 |
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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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