Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966792.9749 | 684460.8477 | 282332.1272 | 5353649.0425 | 2323535.438 | 3030113.6045 |
Total P&L (%) | 966.793 | 684.4608 | 282.3321 | 5353.649 | 2323.5354 | 3030.1136 |
Avg Daily Profit (%) | 0.6566 | 0.4648 | 0.1917 | 0.2719 | 0.2167 | 0.2341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96958 | -90782 | -58803 | -9850957 | -9183902 | -2609596 |
Profit Factor | 2.105 | 2.4172 | 1.7203 | 1.1538 | 1.1163 | 1.2043 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 93 | 35 | 58 | 93 | 35 | 58 |
Losing Trades | 123 | 73 | 50 | 123 | 73 | 50 |
Profitability (%) | 43.0556 | 32.4074 | 53.7037 | 43.0556 | 32.4074 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.784 | 5.0415 | 1.483 | 1.526 | 2.3284 | 1.0382 |
Largest Winning Trade | 523434 | 523434 | 35173 | 4681164 | 4681164 | 2146205 |
Largest Losing Trade | -35130 | -24562 | -35130 | -2276075 | -2276075 | -1304433 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 5827 | 2718 | 3109 | 5827 | 2718 | 3109 |
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 | 527421 | 290737 | 366877 | -42832 | -90083 | 299516 |
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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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