Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706804.0142 | 501188.6801 | 205615.3341 | 2071731.5178 | 1033374.7396 | 1038356.7781 |
Total P&L (%) | 706.804 | 501.1887 | 205.6153 | 2071.7315 | 1033.3747 | 1038.3568 |
Avg Daily Profit (%) | 0.4782 | 0.3391 | 0.1391 | 0.2085 | 0.1644 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81511 | -81277 | -43238 | -2943694 | -1492539 | -1719927 |
Profit Factor | 2.3261 | 2.6291 | 1.9125 | 1.2322 | 1.206 | 1.2659 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 34.3949 | 29.1139 | 39.7436 | 34.3949 | 29.1139 | 39.7436 |
Ratio Avg Win / Avg Loss | 4.4369 | 6.4012 | 2.8996 | 2.3504 | 2.9364 | 1.9193 |
Largest Winning Trade | 319031 | 319031 | 75771 | 1608027 | 1608027 | 1522579 |
Largest Losing Trade | -30805 | -17450 | -30805 | -655434 | -340240 | -655434 |
Avg Bars in Trades | 35 | 24 | 47 | 35 | 24 | 47 |
Avg Bars in Winners | 86 | 66 | 100 | 86 | 66 | 100 |
Avg Bars in Losers | 9 | 7 | 12 | 9 | 7 | 12 |
Bars Traded | 5635 | 1934 | 3701 | 5635 | 1934 | 3701 |
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 | 345574 | -24122 | -42132 | 131225 | -30009 | -29724 |
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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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