Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227420.9507 | 1020238.7475 | 207182.2032 | 3678419.012 | 50125.5436 | 3628293.4684 |
Total P&L (%) | 1227.421 | 1020.2387 | 207.1822 | 3678.419 | 50.1255 | 3628.2935 |
Avg Daily Profit (%) | 0.5289 | 0.4397 | 0.0893 | 0.1566 | 0.0175 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134079 | -111645 | -164653 | -6125226 | -6970327 | -2005509 |
Profit Factor | 1.8048 | 2.2425 | 1.2942 | 1.1156 | 1.0027 | 1.2745 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 113 | 45 | 68 | 113 | 45 | 68 |
Losing Trades | 239 | 131 | 108 | 239 | 131 | 108 |
Profitability (%) | 32.1023 | 25.5682 | 38.6364 | 32.1023 | 25.5682 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.8172 | 6.5283 | 2.0556 | 2.3595 | 2.919 | 2.0241 |
Largest Winning Trade | 506914 | 506914 | 56397 | 5867951 | 5867951 | 1741113 |
Largest Losing Trade | -25691 | -21343 | -25691 | -1124360 | -1124360 | -655255 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 26 | 33 | 21 | 26 | 33 | 21 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 4592 | 2373 | 2219 | 4592 | 2373 | 2219 |
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 | 339503 | -12312 | -76377 | -89456 | -413902 | 177330 |
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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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