Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018779.8957 | 836257.6154 | 182522.2803 | 3367639.6643 | 552943.8793 | 2814695.785 |
Total P&L (%) | 1018.7799 | 836.2576 | 182.5223 | 3367.6397 | 552.9439 | 2814.6958 |
Avg Daily Profit (%) | 0.4222 | 0.3466 | 0.0756 | 0.1471 | 0.0778 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138243 | -76090 | -145931 | -6897393 | -5434259 | -3325110 |
Profit Factor | 2.0018 | 2.4846 | 1.4023 | 1.1392 | 1.0396 | 1.2753 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 170 | 94 | 76 | 170 | 94 | 76 |
Profitability (%) | 34.8659 | 28.2443 | 41.5385 | 34.8659 | 28.2443 | 41.5385 |
Ratio Avg Win / Avg Loss | 3.7396 | 6.3122 | 1.9737 | 2.1282 | 2.6411 | 1.7948 |
Largest Winning Trade | 387963 | 387963 | 59723 | 3740220 | 3740220 | 2002916 |
Largest Losing Trade | -33757 | -22964 | -33757 | -1467464 | -1093498 | -1467464 |
Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Winners | 112 | 115 | 110 | 112 | 115 | 110 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 14325 | 6423 | 7902 | 14325 | 6423 | 7902 |
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 | 331949 | -1696 | -93623 | -67115 | -280260 | -8359 |
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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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