Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808640.9609 | 489221.3734 | 319419.5875 | 6704516.0896 | 929590.8402 | 5774925.2495 |
Total P&L (%) | 808.641 | 489.2214 | 319.4196 | 6704.5161 | 929.5908 | 5774.9252 |
Avg Daily Profit (%) | 0.4481 | 0.2711 | 0.177 | 0.2341 | 0.1293 | 0.226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58414 | -82510 | -51989 | -5132063 | -6841144 | -4792233 |
Profit Factor | 2.1785 | 2.1482 | 2.2282 | 1.174 | 1.0422 | 1.3492 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 114 | 65 | 49 | 114 | 65 | 49 |
Profitability (%) | 39.6825 | 31.5789 | 47.8723 | 39.6825 | 31.5789 | 47.8723 |
Ratio Avg Win / Avg Loss | 3.3113 | 4.6544 | 2.4263 | 1.7844 | 2.2582 | 1.4691 |
Largest Winning Trade | 321237 | 321237 | 53772 | 3360421 | 3360421 | 2711988 |
Largest Losing Trade | -33694 | -33694 | -23779 | -2373906 | -1735438 | -2373906 |
Avg Bars in Trades | 112 | 126 | 99 | 112 | 126 | 99 |
Avg Bars in Winners | 173 | 211 | 148 | 173 | 211 | 148 |
Avg Bars in Losers | 72 | 87 | 54 | 72 | 87 | 54 |
Bars Traded | 21329 | 11998 | 9331 | 21329 | 11998 | 9331 |
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 | 406099 | 174623 | 379248 | -22763 | -200395 | 270488 |
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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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