Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750583.843 | 447300.3929 | 303283.4501 | 9184143.2973 | 2958804.0842 | 6225339.213 |
Total P&L (%) | 750.5838 | 447.3004 | 303.2835 | 9184.1433 | 2958.8041 | 6225.3392 |
Avg Daily Profit (%) | 0.4282 | 0.2552 | 0.173 | 0.2588 | 0.1953 | 0.2369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92309 | -67867 | -62992 | -3619187 | -3548881 | -2502235 |
Profit Factor | 2.1775 | 2.2957 | 2.0379 | 1.5371 | 1.3033 | 1.8479 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 61.2245 | 56.7568 | 65.7534 | 61.2245 | 56.7568 | 65.7534 |
Ratio Avg Win / Avg Loss | 1.3791 | 1.7491 | 1.0614 | 0.9735 | 0.993 | 0.9624 |
Largest Winning Trade | 180485 | 180485 | 57049 | 3968541 | 1721938 | 3968541 |
Largest Losing Trade | -48280 | -28421 | -48280 | -2747269 | -2747269 | -1476207 |
Avg Bars in Trades | 69 | 50 | 89 | 69 | 50 | 89 |
Avg Bars in Winners | 68 | 41 | 92 | 68 | 41 | 92 |
Avg Bars in Losers | 71 | 61 | 82 | 71 | 61 | 82 |
Bars Traded | 10229 | 3721 | 6509 | 10229 | 3721 | 6509 |
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 | 535099 | -50840 | -59485 | 369030 | -56869 | -60556 |
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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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