Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771956.9237 | 1647847.0283 | 124109.8954 | 1724572.8232 | 1367183.7671 | 357389.0561 |
Total P&L (%) | 1771.9569 | 1647.847 | 124.1099 | 1724.5728 | 1367.1838 | 357.3891 |
Avg Daily Profit (%) | 0.9534 | 0.8867 | 0.0668 | 0.1564 | 0.1446 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128295 | -74569 | -119831 | -1855842 | -2257136 | -1563273 |
Profit Factor | 3.3233 | 5.4501 | 1.3163 | 1.1407 | 1.2302 | 1.0566 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 29.0476 | 27.619 | 30.4762 | 29.0476 | 27.619 | 30.4762 |
Ratio Avg Win / Avg Loss | 8.1176 | 14.2829 | 3.0028 | 2.7863 | 3.2241 | 2.4103 |
Largest Winning Trade | 1606274 | 1606274 | 61439 | 1633564 | 1633564 | 754897 |
Largest Losing Trade | -33074 | -17958 | -33074 | -639147 | -505209 | -639147 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 3686 | 1585 | 2101 | 3686 | 1585 | 2101 |
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 | 325975 | 111521 | -110061 | -67567 | -17054 | -248469 |
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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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