Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135494.2863 | 1021413.6256 | 114080.6607 | 1225621.8062 | 892210.5654 | 333411.2408 |
Total P&L (%) | 1135.4943 | 1021.4136 | 114.0807 | 1225.6218 | 892.2106 | 333.4112 |
Avg Daily Profit (%) | 0.4908 | 0.4415 | 0.0493 | 0.1118 | 0.0992 | 0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117341 | -104884 | -150030 | -3279162 | -2879174 | -1187410 |
Profit Factor | 2.0435 | 2.8428 | 1.2137 | 1.108 | 1.1474 | 1.063 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 34.8101 | 29.1139 | 40.5063 | 34.8101 | 29.1139 | 40.5063 |
Ratio Avg Win / Avg Loss | 3.827 | 6.9215 | 1.7826 | 2.075 | 2.7936 | 1.5613 |
Largest Winning Trade | 435806 | 435806 | 83286 | 2484379 | 2484379 | 897919 |
Largest Losing Trade | -42735 | -42735 | -35857 | -901428 | -901428 | -784774 |
Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
Avg Bars in Winners | 112 | 108 | 116 | 112 | 108 | 116 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 9149 | 4136 | 5013 | 9149 | 4136 | 5013 |
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 | 335815 | -23112 | -157040 | -149027 | -156035 | -289013 |
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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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