Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792498.1112 | 602578.2063 | 189919.9048 | 6981468.5198 | 2371105.6978 | 4610362.822 |
Total P&L (%) | 792.4981 | 602.5782 | 189.9199 | 6981.4685 | 2371.1057 | 4610.3628 |
Avg Daily Profit (%) | 0.3166 | 0.2407 | 0.0759 | 0.1703 | 0.1282 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91759 | -74044 | -71498 | -6744012 | -4554091 | -5430933 |
Profit Factor | 1.9993 | 2.4804 | 1.492 | 1.2329 | 1.1372 | 1.3632 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Losing Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Profitability (%) | 53.1469 | 59.7222 | 46.4789 | 53.1469 | 59.7222 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.7625 | 1.6728 | 1.718 | 1.0869 | 0.7669 | 1.5697 |
Largest Winning Trade | 132502 | 132502 | 69930 | 2523572 | 2523572 | 2296819 |
Largest Losing Trade | -43824 | -40907 | -43824 | -2920742 | -2119614 | -2920742 |
Avg Bars in Trades | 67 | 43 | 91 | 67 | 43 | 91 |
Avg Bars in Winners | 80 | 40 | 132 | 80 | 40 | 132 |
Avg Bars in Losers | 52 | 47 | 55 | 52 | 47 | 55 |
Bars Traded | 9588 | 3125 | 6463 | 9588 | 3125 | 6463 |
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 | 490309 | -64806 | -177596 | 296795 | -170652 | -79101 |
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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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