Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882370.668 | 708286.1937 | 174084.4743 | 4180222.9321 | 288038.8444 | 3892184.0877 |
Total P&L (%) | 882.3707 | 708.2862 | 174.0845 | 4180.2229 | 288.0388 | 3892.1841 |
Avg Daily Profit (%) | 0.3664 | 0.2941 | 0.0723 | 0.1561 | 0.0563 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106692 | -81528 | -87140 | -5450942 | -4216426 | -1838338 |
Profit Factor | 2.2791 | 3.0688 | 1.501 | 1.218 | 1.0261 | 1.4784 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 35.1563 | 31.25 | 39.0625 | 35.1563 | 31.25 | 39.0625 |
Ratio Avg Win / Avg Loss | 4.2036 | 6.7513 | 2.3416 | 2.2465 | 2.2574 | 2.3063 |
Largest Winning Trade | 314889 | 314889 | 71363 | 3028955 | 2491081 | 3028955 |
Largest Losing Trade | -24351 | -20847 | -24351 | -1423738 | -1423738 | -827229 |
Avg Bars in Trades | 110 | 90 | 130 | 110 | 90 | 130 |
Avg Bars in Winners | 229 | 190 | 261 | 229 | 190 | 261 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 14125 | 5766 | 8359 | 14125 | 5766 | 8359 |
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 | 301147 | -132045 | -237722 | 105232 | -455185 | -133788 |
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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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