Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613058.0572 | 437694.3328 | 175363.7243 | 3809396.3203 | 363763.7599 | 3445632.5605 |
Total P&L (%) | 613.0581 | 437.6943 | 175.3637 | 3809.3963 | 363.7638 | 3445.6326 |
Avg Daily Profit (%) | 0.2448 | 0.1748 | 0.07 | 0.1465 | 0.0613 | 0.1426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89077 | -60544 | -58250 | -4974738 | -3612108 | -3474344 |
Profit Factor | 1.8757 | 2.2041 | 1.5211 | 1.1467 | 1.0253 | 1.297 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 42.6752 | 36.7089 | 48.7179 | 42.6752 | 36.7089 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.5196 | 3.8001 | 1.6011 | 1.5403 | 1.7678 | 1.3653 |
Largest Winning Trade | 112842 | 112842 | 55621 | 2635366 | 2635366 | 1800763 |
Largest Losing Trade | -35854 | -20963 | -35854 | -2975011 | -1455824 | -2975011 |
Avg Bars in Trades | 62 | 66 | 59 | 62 | 66 | 59 |
Avg Bars in Winners | 97 | 109 | 88 | 97 | 109 | 88 |
Avg Bars in Losers | 37 | 40 | 32 | 37 | 40 | 32 |
Bars Traded | 9866 | 5216 | 4650 | 9866 | 5216 | 4650 |
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 | 358395 | -20527 | -131839 | -57144 | -334787 | -37139 |
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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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