Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823524.4996 | 591282.8536 | 232241.646 | 2535073.9214 | 1462893.1772 | 1072180.7443 |
Total P&L (%) | 823.5245 | 591.2829 | 232.2416 | 2535.0739 | 1462.8932 | 1072.1807 |
Avg Daily Profit (%) | 0.5593 | 0.4016 | 0.1577 | 0.2224 | 0.1869 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118286 | -93476 | -79637 | -7154355 | -6154059 | -3804886 |
Profit Factor | 1.9258 | 2.354 | 1.5129 | 1.0874 | 1.0953 | 1.0785 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 136 | 55 | 81 | 136 | 55 | 81 |
Losing Trades | 160 | 93 | 67 | 160 | 93 | 67 |
Profitability (%) | 45.9459 | 37.1622 | 54.7297 | 45.9459 | 37.1622 | 54.7297 |
Ratio Avg Win / Avg Loss | 2.2657 | 3.9804 | 1.2514 | 1.2793 | 1.852 | 0.8921 |
Largest Winning Trade | 347943 | 347943 | 66978 | 4611593 | 4611593 | 1301093 |
Largest Losing Trade | -38390 | -18568 | -38390 | -1714440 | -1353578 | -1714440 |
Avg Bars in Trades | 59 | 41 | 76 | 59 | 41 | 76 |
Avg Bars in Winners | 90 | 68 | 105 | 90 | 68 | 105 |
Avg Bars in Losers | 31 | 25 | 41 | 31 | 25 | 41 |
Bars Traded | 17475 | 6128 | 11347 | 17475 | 6128 | 11347 |
Profit Streak | 0 | 0 | 7.3869 | 0 | 0 | 7.3869 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530541 | 327209 | 351915 | -116195 | -111852 | -126915 |
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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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