Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2342122.3115 | 2185177.733 | 156944.5785 | 3397373.4713 | 2300283.8346 | 1097089.6366 |
Total P&L (%) | 2342.1223 | 2185.1777 | 156.9446 | 3397.3735 | 2300.2838 | 1097.0896 |
Avg Daily Profit (%) | 1.0108 | 0.9431 | 0.0677 | 0.1535 | 0.1373 | 0.1072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129716 | -141109 | -87626 | -6784962 | -6906886 | -4406326 |
Profit Factor | 4.0669 | 6.5171 | 1.4269 | 1.1372 | 1.1869 | 1.0882 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 46.1538 | 40 | 52.381 | 46.1538 | 40 | 52.381 |
Ratio Avg Win / Avg Loss | 4.7447 | 9.7756 | 1.2972 | 1.3268 | 1.7803 | 0.9892 |
Largest Winning Trade | 2008279 | 2008279 | 77454 | 3438421 | 3438421 | 2924661 |
Largest Losing Trade | -39786 | -39786 | -33382 | -2467564 | -2467564 | -2354182 |
Avg Bars in Trades | 78 | 78 | 79 | 78 | 78 | 79 |
Avg Bars in Winners | 107 | 114 | 102 | 107 | 114 | 102 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 13328 | 6670 | 6659 | 13328 | 6670 | 6659 |
Profit Streak | 0 | 0 | 44.5518 | 0 | 0 | 44.5518 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 714571 | 633702 | -100232 | -62533 | -27455 | -173281 |
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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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