Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953442.9402 | 722869.847 | 230573.0932 | 1985442.5989 | 777316.9488 | 1208125.6502 |
Total P&L (%) | 953.4429 | 722.8698 | 230.5731 | 1985.4426 | 777.3169 | 1208.1257 |
Avg Daily Profit (%) | 0.6471 | 0.4906 | 0.1565 | 0.2064 | 0.1475 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116238 | -158895 | -68730 | -2011472 | -2085013 | -808327 |
Profit Factor | 1.9372 | 2.2596 | 1.5199 | 1.173 | 1.1202 | 1.2411 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 103 | 39 | 64 | 103 | 39 | 64 |
Losing Trades | 171 | 98 | 73 | 171 | 98 | 73 |
Profitability (%) | 37.5912 | 28.4672 | 46.7153 | 37.5912 | 28.4672 | 46.7153 |
Ratio Avg Win / Avg Loss | 3.2161 | 5.6779 | 1.7337 | 1.9474 | 2.8149 | 1.4156 |
Largest Winning Trade | 553312 | 553312 | 32808 | 2083173 | 2083173 | 770825 |
Largest Losing Trade | -24087 | -21795 | -24087 | -449052 | -449052 | -377060 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4369 | 1996 | 2373 | 4369 | 1996 | 2373 |
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 | 447257 | 13538 | 309513 | -24151 | -97343 | 228761 |
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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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