Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214429.5488 | 1052013.2096 | 162416.3392 | 4292747.4903 | 2219432.7327 | 2073314.7576 |
Total P&L (%) | 1214.4295 | 1052.0132 | 162.4163 | 4292.7475 | 2219.4327 | 2073.3148 |
Avg Daily Profit (%) | 0.523 | 0.4531 | 0.0699 | 0.163 | 0.1355 | 0.1327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133831 | -83423 | -169872 | -6598071 | -4821774 | -2211807 |
Profit Factor | 2.1876 | 3.077 | 1.3147 | 1.1898 | 1.1948 | 1.1847 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 31.016 | 26.8817 | 35.1064 | 31.016 | 26.8817 | 35.1064 |
Ratio Avg Win / Avg Loss | 4.8655 | 8.3695 | 2.4302 | 2.6463 | 3.25 | 2.19 |
Largest Winning Trade | 389351 | 389351 | 83995 | 4319833 | 4319833 | 3444227 |
Largest Losing Trade | -32336 | -28790 | -32336 | -1757335 | -1217600 | -1757335 |
Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Winners | 111 | 109 | 112 | 111 | 109 | 112 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 9166 | 4147 | 5019 | 9166 | 4147 | 5019 |
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 | 308063 | -5747 | -104354 | -9292 | -38663 | -37782 |
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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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