Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126556.5288 | 987505.2438 | 139051.285 | 2404621.1379 | 398237.26 | 2006383.8779 |
Total P&L (%) | 1126.5565 | 987.5052 | 139.0513 | 2404.6211 | 398.2373 | 2006.3839 |
Avg Daily Profit (%) | 0.4882 | 0.4279 | 0.0603 | 0.1397 | 0.0696 | 0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94372 | -88498 | -152110 | -4170219 | -2667344 | -2011013 |
Profit Factor | 2.0429 | 2.7918 | 1.2628 | 1.1413 | 1.0421 | 1.2658 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 36.0248 | 32.0988 | 40 | 36.0248 | 32.0988 | 40 |
Ratio Avg Win / Avg Loss | 3.6278 | 5.9057 | 1.8942 | 2.0268 | 2.2044 | 1.8987 |
Largest Winning Trade | 382647 | 382647 | 64144 | 2351856 | 2351856 | 2124947 |
Largest Losing Trade | -48750 | -40079 | -48750 | -934688 | -934688 | -753150 |
Avg Bars in Trades | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Winners | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 8945 | 4260 | 4685 | 8945 | 4260 | 4685 |
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 | 352523 | -3605 | -134847 | -74744 | -292063 | -38557 |
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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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