Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2714553.0755 | 2581809.6403 | 132743.4351 | 2785623.9695 | 849830.8212 | 1935793.1483 |
Total P&L (%) | 2714.5531 | 2581.8096 | 132.7434 | 2785.624 | 849.8308 | 1935.7931 |
Avg Daily Profit (%) | 1.1763 | 1.1188 | 0.0575 | 0.1458 | 0.0976 | 0.1307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121075 | -91943 | -111160 | -4033578 | -3052024 | -2678989 |
Profit Factor | 3.4557 | 5.5968 | 1.2441 | 1.1697 | 1.0901 | 1.2771 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
Profitability (%) | 44.7257 | 38.6555 | 50.8475 | 44.7257 | 38.6555 | 50.8475 |
Ratio Avg Win / Avg Loss | 4.2707 | 8.8819 | 1.2026 | 1.4456 | 1.73 | 1.2346 |
Largest Winning Trade | 2367951 | 2367951 | 80160 | 2013005 | 2013005 | 1240274 |
Largest Losing Trade | -32215 | -27203 | -32215 | -1015222 | -1015222 | -736707 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 8947 | 3958 | 4989 | 8947 | 3958 | 4989 |
Profit Streak | 0 | 0 | 12.4964 | 0 | 0 | 12.4964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694478 | 612918 | -115884 | -32624 | -187173 | -17739 |
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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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