Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217173.2905 | 1083918.5691 | 133254.7214 | 4007834.0574 | 1609582.0065 | 2398252.0509 |
Total P&L (%) | 1217.1733 | 1083.9186 | 133.2547 | 4007.8341 | 1609.582 | 2398.2521 |
Avg Daily Profit (%) | 0.5246 | 0.4672 | 0.0574 | 0.1603 | 0.1224 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146120 | -81237 | -206083 | -2036471 | -1609748 | -945113 |
Profit Factor | 2.0856 | 2.9273 | 1.2385 | 1.3924 | 1.2877 | 1.5192 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 201 | 105 | 96 | 201 | 105 | 96 |
Profitability (%) | 30.6897 | 27.5862 | 33.7931 | 30.6897 | 27.5862 | 33.7931 |
Ratio Avg Win / Avg Loss | 4.7101 | 7.6841 | 2.4264 | 3.1446 | 3.3801 | 2.9764 |
Largest Winning Trade | 403192 | 403192 | 84675 | 2140340 | 2140340 | 1830881 |
Largest Losing Trade | -31272 | -23617 | -31272 | -642887 | -642887 | -601217 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 107 | 100 | 112 | 107 | 100 | 112 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 13514 | 6155 | 7359 | 13514 | 6155 | 7359 |
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 | 316249 | -2675 | -121882 | 124733 | -46617 | -11259 |
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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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