Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177175.0507 | 1015970.2716 | 161204.7791 | 2875432.71 | -1617348.4255 | 4492781.1355 |
Total P&L (%) | 1177.1751 | 1015.9703 | 161.2048 | 2875.4327 | -1617.3484 | 4492.7811 |
Avg Daily Profit (%) | 0.5005 | 0.432 | 0.0685 | 0.1444 | 0 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73567 | -120225 | -64093 | -3272422 | -4117039 | -1697954 |
Profit Factor | 2.1002 | 2.6928 | 1.3432 | 1.1155 | 0.8941 | 1.4665 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 130 | 52 | 78 | 130 | 52 | 78 |
Losing Trades | 194 | 110 | 84 | 194 | 110 | 84 |
Profitability (%) | 40.1235 | 32.0988 | 48.1481 | 40.1235 | 32.0988 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.1342 | 5.6963 | 1.4465 | 1.6646 | 1.8914 | 1.5793 |
Largest Winning Trade | 722684 | 722684 | 60325 | 3320581 | 3320581 | 1831303 |
Largest Losing Trade | -36033 | -36033 | -19615 | -2167689 | -2167689 | -737276 |
Avg Bars in Trades | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 4426 | 2449 | 1977 | 4426 | 2449 | 1977 |
Profit Streak | 5.2879 | 0 | 8.7879 | 5.2879 | 0 | 8.7879 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483904 | 315609 | -100553 | -93468 | -584390 | 376292 |
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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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