Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083440.5915 | 786574.1239 | 296866.4676 | 10547381.4349 | 3467690.764 | 7079690.6708 |
Total P&L (%) | 1083.4406 | 786.5741 | 296.8665 | 10547.3814 | 3467.6908 | 7079.6907 |
Avg Daily Profit (%) | 0.7358 | 0.5342 | 0.2016 | 0.3175 | 0.2431 | 0.2907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67349 | -71918 | -33205 | -13426921 | -12935901 | -5415278 |
Profit Factor | 2.5843 | 3.0157 | 2.011 | 1.2212 | 1.1217 | 1.3691 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 37.6404 | 31.4607 | 43.8202 | 37.6404 | 31.4607 | 43.8202 |
Ratio Avg Win / Avg Loss | 4.2814 | 6.57 | 2.5782 | 2.0232 | 2.4436 | 1.7553 |
Largest Winning Trade | 512598 | 512598 | 65449 | 11287673 | 11287673 | 3705680 |
Largest Losing Trade | -24170 | -15932 | -24170 | -3230391 | -3230391 | -2107823 |
Avg Bars in Trades | 98 | 81 | 115 | 98 | 81 | 115 |
Avg Bars in Winners | 176 | 156 | 190 | 176 | 156 | 190 |
Avg Bars in Losers | 51 | 46 | 57 | 51 | 46 | 57 |
Bars Traded | 17490 | 7225 | 10265 | 17490 | 7225 | 10265 |
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 | 492154 | 328627 | 314522 | 211729 | -84710 | 277581 |
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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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