Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809451.5615 | 484196.6425 | 325254.919 | 16718910.2886 | 3573885.6321 | 13145024.6565 |
Total P&L (%) | 809.4516 | 484.1966 | 325.2549 | 16718.9103 | 3573.8856 | 13145.0247 |
Avg Daily Profit (%) | 0.4484 | 0.2682 | 0.1802 | 0.2843 | 0.1998 | 0.271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42202 | -33179 | -42412 | -6367482 | -5757823 | -3702061 |
Profit Factor | 2.8664 | 3.5375 | 2.3392 | 1.5208 | 1.2294 | 1.7953 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 33.0935 | 31.4286 | 34.7826 | 33.0935 | 31.4286 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.7952 | 7.7181 | 4.3861 | 3.0746 | 2.6824 | 3.3662 |
Largest Winning Trade | 263594 | 263594 | 76066 | 5064916 | 4921581 | 5064916 |
Largest Losing Trade | -13459 | -9643 | -13459 | -1544587 | -1544587 | -1502870 |
Avg Bars in Trades | 50 | 18 | 83 | 50 | 18 | 83 |
Avg Bars in Winners | 121 | 41 | 195 | 121 | 41 | 195 |
Avg Bars in Losers | 15 | 7 | 23 | 15 | 7 | 23 |
Bars Traded | 7037 | 1287 | 5750 | 7037 | 1287 | 5750 |
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 | 339347 | -86476 | -95969 | 183440 | -92602 | -95825 |
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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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