Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062185.4619 | 909420.0237 | 152765.4382 | 1680894.7104 | 1125466.44 | 555428.2704 |
Total P&L (%) | 1062.1855 | 909.42 | 152.7654 | 1680.8947 | 1125.4664 | 555.4283 |
Avg Daily Profit (%) | 0.4604 | 0.3942 | 0.0662 | 0.1249 | 0.1087 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137249 | -114245 | -151645 | -6887286 | -5378299 | -1902950 |
Profit Factor | 1.7598 | 2.3382 | 1.2127 | 1.0852 | 1.1068 | 1.0604 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 124 | 53 | 71 | 124 | 53 | 71 |
Losing Trades | 181 | 100 | 81 | 181 | 100 | 81 |
Profitability (%) | 40.6557 | 34.6405 | 46.7105 | 40.6557 | 34.6405 | 46.7105 |
Ratio Avg Win / Avg Loss | 2.5688 | 4.4117 | 1.3835 | 1.584 | 2.0883 | 1.2098 |
Largest Winning Trade | 447915 | 447915 | 67764 | 5034620 | 5034620 | 1181895 |
Largest Losing Trade | -39243 | -25582 | -39243 | -1481887 | -1481887 | -1338028 |
Avg Bars in Trades | 44 | 40 | 49 | 44 | 40 | 49 |
Avg Bars in Winners | 72 | 66 | 76 | 72 | 66 | 76 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 13703 | 6133 | 7570 | 13703 | 6133 | 7570 |
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 | 416200 | 303238 | -106010 | -153606 | -155137 | -238800 |
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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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