Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892917.4949 | 727554.4444 | 165363.0505 | 2898738.6835 | 2195975.9713 | 702762.7123 |
Total P&L (%) | 892.9175 | 727.5544 | 165.3631 | 2898.7387 | 2195.976 | 702.7627 |
Avg Daily Profit (%) | 0.3749 | 0.3055 | 0.0694 | 0.1429 | 0.1317 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139765 | -79926 | -182071 | -3824662 | -1683713 | -2693971 |
Profit Factor | 1.7115 | 2.2847 | 1.2401 | 1.182 | 1.2786 | 1.0874 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 48.9362 | 42.3729 | 55.5556 | 48.9362 | 42.3729 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7859 | 3.1072 | 0.9921 | 1.2334 | 1.7389 | 0.8699 |
Largest Winning Trade | 210794 | 210794 | 70815 | 1566524 | 1566524 | 1451998 |
Largest Losing Trade | -41820 | -30015 | -41820 | -1543751 | -721824 | -1543751 |
Avg Bars in Trades | 59 | 48 | 71 | 59 | 48 | 71 |
Avg Bars in Winners | 76 | 62 | 87 | 76 | 62 | 87 |
Avg Bars in Losers | 43 | 37 | 51 | 43 | 37 | 51 |
Bars Traded | 14060 | 5672 | 8388 | 14060 | 5672 | 8388 |
Profit Streak | 0 | 0 | 21.3136 | 0 | 0 | 21.3136 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489321 | 362961 | -101150 | -21325 | -18979 | -200771 |
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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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