Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101313.6084 | 987598.8958 | 113714.7126 | 5685687.1126 | 5164272.6099 | 521414.5027 |
Total P&L (%) | 1101.3136 | 987.5989 | 113.7147 | 5685.6871 | 5164.2726 | 521.4145 |
Avg Daily Profit (%) | 0.4772 | 0.4279 | 0.0493 | 0.176 | 0.1719 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108717 | -65853 | -131311 | -12373894 | -7845921 | -5669798 |
Profit Factor | 2.4312 | 3.6101 | 1.2907 | 1.1655 | 1.2932 | 1.0311 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 32.8859 | 32 | 33.7838 | 32.8859 | 32 | 33.7838 |
Ratio Avg Win / Avg Loss | 4.9616 | 7.6715 | 2.5298 | 2.3786 | 2.748 | 2.0211 |
Largest Winning Trade | 397019 | 397019 | 83441 | 6421840 | 5960751 | 6421840 |
Largest Losing Trade | -27405 | -27405 | -21663 | -2381838 | -2381838 | -1388470 |
Avg Bars in Trades | 57 | 45 | 70 | 57 | 45 | 70 |
Avg Bars in Winners | 136 | 108 | 163 | 136 | 108 | 163 |
Avg Bars in Losers | 19 | 15 | 22 | 19 | 15 | 22 |
Bars Traded | 8578 | 3385 | 5193 | 8578 | 3385 | 5193 |
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 | 316013 | -47196 | -196732 | -35793 | -55007 | -342716 |
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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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