Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641518.476 | 345383.2807 | 296135.1953 | 4019525.9785 | 2138856.0567 | 1880669.9218 |
Total P&L (%) | 641.5185 | 345.3833 | 296.1352 | 4019.526 | 2138.8561 | 1880.6699 |
Avg Daily Profit (%) | 0.3545 | 0.1909 | 0.1637 | 0.2057 | 0.1719 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108745 | -99461 | -49524 | -8480640 | -5870662 | -4677630 |
Profit Factor | 1.7577 | 1.6931 | 1.85 | 1.1083 | 1.1107 | 1.1058 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 96 | 39 | 57 | 96 | 39 | 57 |
Losing Trades | 180 | 99 | 81 | 180 | 99 | 81 |
Profitability (%) | 34.7826 | 28.2609 | 41.3043 | 34.7826 | 28.2609 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.2956 | 4.2978 | 2.629 | 2.0781 | 2.8194 | 1.5714 |
Largest Winning Trade | 113356 | 113356 | 49202 | 4053539 | 4053539 | 1961642 |
Largest Losing Trade | -31381 | -31381 | -21591 | -2564489 | -835825 | -2564489 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 3544 | 1892 | 1652 | 3544 | 1892 | 1652 |
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 | 305809 | -4602 | 271041 | -96356 | -105225 | -98600 |
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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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