Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713224.9339 | 532757.9778 | 180466.9561 | 2420480.0315 | 165761.7278 | 2254718.3037 |
Total P&L (%) | 713.2249 | 532.758 | 180.467 | 2420.48 | 165.7617 | 2254.7183 |
Avg Daily Profit (%) | 0.4467 | 0.3337 | 0.113 | 0.2023 | 0.0612 | 0.198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93505 | -107493 | -44320 | -4957840 | -5043587 | -1474568 |
Profit Factor | 2.1711 | 2.602 | 1.6527 | 1.1629 | 1.0195 | 1.3554 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 52.518 | 42.8571 | 62.3188 | 52.518 | 42.8571 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.9629 | 3.4693 | 0.9993 | 1.0513 | 1.3593 | 0.8195 |
Largest Winning Trade | 238145 | 238145 | 51234 | 2465575 | 2465575 | 1500679 |
Largest Losing Trade | -44320 | -33282 | -44320 | -1437422 | -1437422 | -1285712 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 31 | 23 | 36 | 31 | 23 | 36 |
Avg Bars in Losers | 34 | 39 | 27 | 34 | 39 | 27 |
Bars Traded | 4538 | 2260 | 2278 | 4538 | 2260 | 2278 |
Profit Streak | 0 | 0 | 43.2413 | 0 | 0 | 43.2413 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538958 | -83093 | -140847 | -32640 | -407515 | -92319 |
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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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