Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772138.1585 | 591519.9171 | 180618.2414 | 915817.2603 | 161897.8299 | 753919.4304 |
Total P&L (%) | 772.1382 | 591.5199 | 180.6182 | 915.8173 | 161.8978 | 753.9194 |
Avg Daily Profit (%) | 0.5223 | 0.4001 | 0.1222 | 0.1569 | 0.0651 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159400 | -129774 | -69559 | -5250462 | -4733705 | -2048040 |
Profit Factor | 1.8804 | 2.1296 | 1.5111 | 1.0399 | 1.0116 | 1.084 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 46.383 | 43.2203 | 49.5727 | 46.383 | 43.2203 | 49.5727 |
Ratio Avg Win / Avg Loss | 2.1736 | 2.7977 | 1.5371 | 1.2021 | 1.3289 | 1.1027 |
Largest Winning Trade | 447944 | 447944 | 63400 | 3630483 | 3630483 | 1138217 |
Largest Losing Trade | -25092 | -23344 | -25092 | -1040328 | -1040328 | -994535 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 51 | 34 | 66 | 51 | 34 | 66 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 8565 | 3304 | 5261 | 8565 | 3304 | 5261 |
Profit Streak | 0 | 0 | 12.0811 | 0 | 0 | 12.0811 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510658 | 403169 | -27205 | -169148 | -316334 | -126687 |
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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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