Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580617.444 | 514664.7332 | 65952.7109 | 1176060.769 | 1140903.6595 | 35157.1096 |
Total P&L (%) | 580.6174 | 514.6647 | 65.9527 | 1176.0608 | 1140.9037 | 35.1571 |
Avg Daily Profit (%) | 0.2938 | 0.2605 | 0.0334 | 0.1289 | 0.1275 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138568 | -76104 | -77587 | -4504300 | -2427157 | -2334492 |
Profit Factor | 1.7619 | 2.3046 | 1.1794 | 1.0935 | 1.1893 | 1.0054 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 52.7273 | 53.6364 | 51.8182 | 52.7273 | 53.6364 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.5797 | 1.9921 | 1.0967 | 0.9804 | 1.028 | 0.9348 |
Largest Winning Trade | 151037 | 151037 | 90727 | 2714288 | 1145116 | 2714288 |
Largest Losing Trade | -48502 | -34037 | -48502 | -2052121 | -767198 | -2052121 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 71 | 64 | 79 | 71 | 64 | 79 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 11306 | 5062 | 6244 | 11306 | 5062 | 6244 |
Profit Streak | 0 | 0 | 541.6827 | 0 | 0 | 541.6827 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492679 | 473488 | -171154 | -138321 | -34432 | -390863 |
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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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