Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991471.3408 | 862664.0112 | 128807.3296 | 1067298.6202 | 971684.476 | 95614.1442 |
Total P&L (%) | 991.4713 | 862.664 | 128.8073 | 1067.2986 | 971.6845 | 95.6141 |
Avg Daily Profit (%) | 0.4297 | 0.3739 | 0.0558 | 0.1066 | 0.1029 | 0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176640 | -131890 | -174968 | -7616130 | -5368901 | -2247229 |
Profit Factor | 1.821 | 2.5062 | 1.2029 | 1.0713 | 1.1153 | 1.0146 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 123 | 69 | 54 | 123 | 69 | 54 |
Profitability (%) | 37.2449 | 29.5918 | 44.898 | 37.2449 | 29.5918 | 44.898 |
Ratio Avg Win / Avg Loss | 3.0683 | 5.9629 | 1.4763 | 1.805 | 2.6536 | 1.2452 |
Largest Winning Trade | 440968 | 440968 | 65700 | 5078186 | 5078186 | 880929 |
Largest Losing Trade | -40297 | -22497 | -40297 | -1442941 | -1366360 | -1442941 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 125 | 124 | 127 | 125 | 124 | 127 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 13745 | 6187 | 7558 | 13745 | 6187 | 7558 |
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 | 342792 | 159537 | -121154 | -195244 | -157715 | -360758 |
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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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