Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021664.7063 | 745148.3881 | 276516.3182 | 5743032.8702 | 3241557.7258 | 2501475.1444 |
Total P&L (%) | 1021.6647 | 745.1484 | 276.5163 | 5743.0329 | 3241.5577 | 2501.4751 |
Avg Daily Profit (%) | 0.6939 | 0.5061 | 0.1878 | 0.2767 | 0.2386 | 0.2216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174788 | -125171 | -52342 | -34529618 | -25939285 | -8590333 |
Profit Factor | 2.3964 | 2.7988 | 1.8712 | 1.0839 | 1.0799 | 1.0898 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 43.299 | 38.1443 | 48.4536 | 43.299 | 38.1443 | 48.4536 |
Ratio Avg Win / Avg Loss | 3.1381 | 4.5386 | 1.9906 | 1.4195 | 1.7512 | 1.1593 |
Largest Winning Trade | 550303 | 550303 | 66756 | 18156762 | 18156762 | 5195543 |
Largest Losing Trade | -37776 | -27291 | -37776 | -4054252 | -3854129 | -4054252 |
Avg Bars in Trades | 90 | 75 | 104 | 90 | 75 | 104 |
Avg Bars in Winners | 142 | 123 | 157 | 142 | 123 | 157 |
Avg Bars in Losers | 50 | 46 | 55 | 50 | 46 | 55 |
Bars Traded | 17506 | 7337 | 10168 | 17506 | 7337 | 10168 |
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 | 548416 | 399222 | 366180 | -121083 | -128023 | -114441 |
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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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