Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2490474.3503 | 2385837.0191 | 104637.3312 | 981957.1149 | 696977.6626 | 284979.4523 |
Total P&L (%) | 2490.4744 | 2385.837 | 104.6373 | 981.9571 | 696.9777 | 284.9795 |
Avg Daily Profit (%) | 1.0729 | 1.0279 | 0.0451 | 0.1026 | 0.0895 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193392 | -103331 | -121662 | -9439984 | -5994647 | -4219233 |
Profit Factor | 2.9897 | 4.5733 | 1.1792 | 1.044 | 1.0567 | 1.0283 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 171 | 91 | 80 | 171 | 91 | 80 |
Profitability (%) | 44.4805 | 40.9091 | 48.0519 | 44.4805 | 40.9091 | 48.0519 |
Ratio Avg Win / Avg Loss | 3.7317 | 6.6059 | 1.2748 | 1.303 | 1.5264 | 1.1117 |
Largest Winning Trade | 2212010 | 2212010 | 80409 | 3968248 | 3968248 | 2767871 |
Largest Losing Trade | -34757 | -34757 | -34556 | -1445488 | -1445488 | -1145279 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 71 | 60 | 81 | 71 | 60 | 81 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 13738 | 6083 | 7656 | 13738 | 6083 | 7656 |
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 | 668782 | 632228 | -156647 | -228240 | -233402 | -305205 |
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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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