Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811832.699 | 528604.2255 | 283228.4735 | 11901709.6496 | 554579.8972 | 11347129.7525 |
Total P&L (%) | 811.8327 | 528.6042 | 283.2285 | 11901.7097 | 554.5799 | 11347.1298 |
Avg Daily Profit (%) | 0.4267 | 0.2778 | 0.1489 | 0.252 | 0.0988 | 0.2495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61054 | -72903 | -95750 | -10435119 | -8713656 | -5441779 |
Profit Factor | 2.2415 | 2.4961 | 1.9422 | 1.2591 | 1.0206 | 1.5964 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 35.3933 | 29.2135 | 41.573 | 35.3933 | 29.2135 | 41.573 |
Ratio Avg Win / Avg Loss | 4.0916 | 6.0482 | 2.7296 | 2.2983 | 2.473 | 2.2436 |
Largest Winning Trade | 155705 | 155705 | 53236 | 7342314 | 7342314 | 5780035 |
Largest Losing Trade | -29552 | -29552 | -26738 | -5034751 | -5034751 | -2829355 |
Avg Bars in Trades | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Winners | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3741 | 1672 | 2069 | 3741 | 1672 | 2069 |
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 | 351769 | 78404 | 218259 | 178427 | -268684 | 293439 |
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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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