Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138118.5706 | 972709.6246 | 165408.946 | 3453250.1549 | 1268758.2749 | 2184491.8799 |
Total P&L (%) | 1138.1186 | 972.7096 | 165.4089 | 3453.2502 | 1268.7583 | 2184.4919 |
Avg Daily Profit (%) | 0.4932 | 0.4215 | 0.0717 | 0.1548 | 0.1134 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100116 | -79590 | -201660 | -3189168 | -3808362 | -2270694 |
Profit Factor | 2.1305 | 2.8972 | 1.3348 | 1.297 | 1.1873 | 1.4504 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 46.0432 | 44.2857 | 47.8261 | 46.0432 | 44.2857 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.4967 | 3.6449 | 1.4562 | 1.52 | 1.4936 | 1.5823 |
Largest Winning Trade | 383312 | 383312 | 66117 | 3515740 | 3515740 | 1717730 |
Largest Losing Trade | -42304 | -33873 | -42304 | -1866896 | -1638452 | -1866896 |
Avg Bars in Trades | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Winners | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 8945 | 4462 | 4483 | 8945 | 4462 | 4483 |
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 | 483294 | -81217 | -199746 | 275683 | -152364 | -112189 |
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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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