Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083687.2322 | 908445.8842 | 175241.348 | 2939240.0528 | 3223442.2808 | -284202.228 |
Total P&L (%) | 1083.6872 | 908.4459 | 175.2413 | 2939.2401 | 3223.4423 | -284.2022 |
Avg Daily Profit (%) | 0.4681 | 0.3924 | 0.0757 | 0.1476 | 0.1515 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127496 | -109176 | -160676 | -10597725 | -7657072 | -4198828 |
Profit Factor | 1.8949 | 2.4487 | 1.3001 | 1.1154 | 1.2275 | 0.9748 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 34.2105 | 33.0827 | 35.3383 | 34.2105 | 33.0827 | 35.3383 |
Ratio Avg Win / Avg Loss | 3.644 | 4.9531 | 2.3789 | 2.145 | 2.4828 | 1.7838 |
Largest Winning Trade | 473494 | 473494 | 58702 | 7104984 | 7104984 | 1365921 |
Largest Losing Trade | -32275 | -32275 | -24406 | -2054951 | -1395620 | -2054951 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 4580 | 2139 | 2441 | 4580 | 2139 | 2441 |
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 | 340402 | 282453 | -96305 | -92557 | 67387 | -583625 |
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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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