Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229036.3581 | 1059761.7479 | 169274.6102 | 5008979.8723 | 2592314.7157 | 2416665.1566 |
Total P&L (%) | 1229.0364 | 1059.7617 | 169.2746 | 5008.9799 | 2592.3147 | 2416.6652 |
Avg Daily Profit (%) | 0.5326 | 0.4592 | 0.0734 | 0.1706 | 0.1428 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133831 | -83423 | -169872 | -5881839 | -4448892 | -1983125 |
Profit Factor | 2.2193 | 3.1248 | 1.3324 | 1.2287 | 1.2353 | 1.2221 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 31.5217 | 27.1739 | 35.8696 | 31.5217 | 27.1739 | 35.8696 |
Ratio Avg Win / Avg Loss | 4.8212 | 8.3745 | 2.3822 | 2.6693 | 3.3105 | 2.185 |
Largest Winning Trade | 389351 | 389351 | 83995 | 4319833 | 4319833 | 3444227 |
Largest Losing Trade | -32336 | -28790 | -32336 | -1757335 | -1217600 | -1757335 |
Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Winners | 111 | 109 | 112 | 111 | 109 | 112 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 9101 | 4137 | 4964 | 9101 | 4137 | 4964 |
Profit Streak | 0 | 0 | 34.7138 | 0 | 0 | 34.7138 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319723 | -4317 | -98874 | 83645 | -21740 | -10442 |
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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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