Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003013.8287 | 805296.9201 | 197716.9086 | 4438760.6722 | 1183710.4088 | 3255050.2634 |
Total P&L (%) | 1003.0138 | 805.2969 | 197.7169 | 4438.7607 | 1183.7104 | 3255.0503 |
Avg Daily Profit (%) | 0.4145 | 0.3328 | 0.0817 | 0.1578 | 0.1055 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121338 | -90332 | -118158 | -12489740 | -9889603 | -4355072 |
Profit Factor | 2.035 | 2.5416 | 1.4426 | 1.0936 | 1.0462 | 1.1496 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 33.1897 | 27.5862 | 38.7931 | 33.1897 | 27.5862 | 38.7931 |
Ratio Avg Win / Avg Loss | 4.0965 | 6.6718 | 2.2761 | 2.2015 | 2.7462 | 1.8137 |
Largest Winning Trade | 379224 | 379224 | 52340 | 6417233 | 6417233 | 3265679 |
Largest Losing Trade | -27395 | -21790 | -27395 | -1864616 | -1864616 | -1801553 |
Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
Avg Bars in Winners | 126 | 131 | 122 | 126 | 131 | 122 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 14392 | 6532 | 7860 | 14392 | 6532 | 7860 |
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 | 302961 | -4644 | -86401 | -114049 | -238961 | -58192 |
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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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