Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873302.2459 | 519518.6323 | 353783.6136 | 11647931.919 | 3726778.6767 | 7921153.2423 |
Total P&L (%) | 873.3022 | 519.5186 | 353.7836 | 11647.9319 | 3726.7787 | 7921.1532 |
Avg Daily Profit (%) | 0.4822 | 0.2868 | 0.1953 | 0.2635 | 0.2014 | 0.2424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70354 | -70917 | -57639 | -6637348 | -6448883 | -6679686 |
Profit Factor | 1.984 | 2.0879 | 1.863 | 1.1883 | 1.1186 | 1.2604 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 242 | 128 | 114 | 242 | 128 | 114 |
Profitability (%) | 30.659 | 26.8571 | 34.4828 | 30.659 | 26.8571 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.4873 | 5.6863 | 3.5397 | 2.6876 | 3.0463 | 2.3948 |
Largest Winning Trade | 338844 | 338844 | 53830 | 4879695 | 4879695 | 3385688 |
Largest Losing Trade | -17727 | -14372 | -17727 | -1698526 | -1003185 | -1698526 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 133 | 141 | 127 | 133 | 141 | 127 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 21470 | 10839 | 10631 | 21470 | 10839 | 10631 |
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 | 306797 | -8518 | 195782 | -9374 | -102213 | 132277 |
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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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