Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871243.8672 | 672956.9503 | 198286.9169 | 3220401.9184 | 1576029.5595 | 1644372.3589 |
Total P&L (%) | 871.2439 | 672.957 | 198.2869 | 3220.4019 | 1576.0296 | 1644.3724 |
Avg Daily Profit (%) | 0.5461 | 0.4218 | 0.1243 | 0.2198 | 0.1769 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84026 | -76141 | -70783 | -1841819 | -2030542 | -1161426 |
Profit Factor | 1.9481 | 2.4182 | 1.4461 | 1.289 | 1.2806 | 1.2975 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 33.6283 | 28.3186 | 38.9381 | 33.6283 | 28.3186 | 38.9381 |
Ratio Avg Win / Avg Loss | 3.8448 | 6.1211 | 2.2678 | 2.5441 | 3.2416 | 2.0347 |
Largest Winning Trade | 360511 | 360511 | 42974 | 1696413 | 1696413 | 899227 |
Largest Losing Trade | -39309 | -39309 | -28391 | -817412 | -635513 | -817412 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 4651 | 2416 | 2235 | 4651 | 2416 | 2235 |
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 | 352431 | -623 | -29273 | 159422 | -6247 | 171472 |
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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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