Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815402.9464 | 572611.4546 | 242791.4918 | 8595653.7439 | 4213748.7652 | 4381904.9787 |
Total P&L (%) | 815.4029 | 572.6115 | 242.7915 | 8595.6537 | 4213.7488 | 4381.905 |
Avg Daily Profit (%) | 0.4286 | 0.301 | 0.1276 | 0.235 | 0.1981 | 0.2001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108632 | -143591 | -73221 | -6416375 | -7499671 | -2860861 |
Profit Factor | 2.0727 | 2.3675 | 1.7112 | 1.2763 | 1.2269 | 1.3493 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 32.8502 | 27.8846 | 37.8641 | 32.8502 | 27.8846 | 37.8641 |
Ratio Avg Win / Avg Loss | 4.2369 | 6.1229 | 2.8081 | 2.6088 | 3.1731 | 2.2142 |
Largest Winning Trade | 207671 | 207671 | 54504 | 4770520 | 4770520 | 3383448 |
Largest Losing Trade | -25387 | -25041 | -25387 | -1475159 | -1475159 | -1234995 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5561 | 2614 | 2947 | 5561 | 2614 | 2947 |
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 | 310481 | -3690 | -24114 | 146839 | -8330 | 173273 |
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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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