Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792305.1168 | 580946.8828 | 211358.234 | 1823101.5076 | 1196472.8913 | 626628.6163 |
Total P&L (%) | 792.3051 | 580.9469 | 211.3582 | 1823.1015 | 1196.4729 | 626.6286 |
Avg Daily Profit (%) | 0.5337 | 0.3913 | 0.1424 | 0.1993 | 0.1727 | 0.1337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113441 | -83725 | -94686 | -2291288 | -1459973 | -1368281 |
Profit Factor | 2.0723 | 2.5281 | 1.5892 | 1.1912 | 1.2461 | 1.1341 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 133 | 74 | 59 | 133 | 74 | 59 |
Profitability (%) | 30.3665 | 22.1053 | 38.5417 | 30.3665 | 22.1053 | 38.5417 |
Ratio Avg Win / Avg Loss | 4.752 | 8.9086 | 2.5341 | 2.7316 | 4.3911 | 1.8084 |
Largest Winning Trade | 324923 | 324923 | 66263 | 1944234 | 1944234 | 856414 |
Largest Losing Trade | -29155 | -17823 | -29155 | -585384 | -301620 | -585384 |
Avg Bars in Trades | 22 | 17 | 28 | 22 | 17 | 28 |
Avg Bars in Winners | 53 | 46 | 57 | 53 | 46 | 57 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4375 | 1638 | 2737 | 4375 | 1638 | 2737 |
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 | 304987 | -28103 | -4506 | -7391 | -33925 | -90536 |
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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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