Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050690.02 | 846302.2217 | 204387.7983 | 4840234.0525 | 3300811.5084 | 1539422.5441 |
Total P&L (%) | 1050.69 | 846.3022 | 204.3878 | 4840.2341 | 3300.8115 | 1539.4225 |
Avg Daily Profit (%) | 0.4554 | 0.3668 | 0.0886 | 0.1692 | 0.153 | 0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124770 | -102997 | -126879 | -18025791 | -13563672 | -4621626 |
Profit Factor | 1.8315 | 2.4506 | 1.3005 | 1.1021 | 1.1355 | 1.0668 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 47.1631 | 47.5177 | 46.8085 | 47.1631 | 47.5177 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.0518 | 2.7067 | 1.4778 | 1.2347 | 1.2541 | 1.2123 |
Largest Winning Trade | 440861 | 440861 | 69597 | 7120619 | 7120619 | 4006747 |
Largest Losing Trade | -28369 | -27614 | -28369 | -3668976 | -3668976 | -2458991 |
Avg Bars in Trades | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Winners | 66 | 47 | 86 | 66 | 47 | 86 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 13721 | 5424 | 8297 | 13721 | 5424 | 8297 |
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 | 506429 | 467547 | -76024 | -100057 | -64975 | -179116 |
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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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