Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831546.0746 | 685116.4522 | 146429.6224 | 2068991.5649 | 354424.912 | 1714566.6529 |
Total P&L (%) | 831.5461 | 685.1165 | 146.4296 | 2068.9916 | 354.4249 | 1714.5667 |
Avg Daily Profit (%) | 0.4301 | 0.3543 | 0.0757 | 0.1593 | 0.0783 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103408 | -69568 | -67550 | -2287632 | -2010348 | -1233699 |
Profit Factor | 2.0086 | 2.5945 | 1.3709 | 1.1693 | 1.0566 | 1.2877 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 44.8819 | 34.375 | 55.5556 | 44.8819 | 34.375 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4667 | 4.9532 | 1.0967 | 1.436 | 2.0172 | 1.0302 |
Largest Winning Trade | 312587 | 312587 | 53535 | 1728604 | 1728604 | 794686 |
Largest Losing Trade | -56836 | -24649 | -56836 | -1044751 | -739948 | -1044751 |
Avg Bars in Trades | 179 | 192 | 165 | 179 | 192 | 165 |
Avg Bars in Winners | 242 | 279 | 219 | 242 | 279 | 219 |
Avg Bars in Losers | 127 | 146 | 99 | 127 | 146 | 99 |
Bars Traded | 22757 | 12307 | 10450 | 22757 | 12307 | 10450 |
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 | 438019 | -131230 | -237275 | -28227 | -391035 | -138341 |
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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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