Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936330.9688 | 676425.0536 | 259905.9152 | 4376279.4217 | 2435970.0943 | 1940309.3274 |
Total P&L (%) | 936.331 | 676.4251 | 259.9059 | 4376.2794 | 2435.9701 | 1940.3093 |
Avg Daily Profit (%) | 0.6359 | 0.4594 | 0.1765 | 0.2585 | 0.2198 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110406 | -88784 | -69659 | -3646937 | -2713827 | -2192358 |
Profit Factor | 2.015 | 2.3612 | 1.6107 | 1.1858 | 1.1961 | 1.1743 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 208 | 111 | 97 | 208 | 111 | 97 |
Profitability (%) | 32.9032 | 28.3871 | 37.4194 | 32.9032 | 28.3871 | 37.4194 |
Ratio Avg Win / Avg Loss | 4.109 | 5.9568 | 2.6938 | 2.4182 | 3.0176 | 1.964 |
Largest Winning Trade | 498486 | 498486 | 57547 | 1793918 | 1793918 | 1234943 |
Largest Losing Trade | -17507 | -17507 | -16531 | -1130037 | -1130037 | -723871 |
Avg Bars in Trades | 56 | 43 | 69 | 56 | 43 | 69 |
Avg Bars in Winners | 122 | 97 | 141 | 122 | 97 | 141 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 17472 | 6710 | 10762 | 17472 | 6710 | 10762 |
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 | 380344 | 4404 | 210006 | -11488 | -10074 | -24213 |
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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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