Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213415.0422 | 1006214.444 | 207200.5981 | 16012377.0574 | 128663.8296 | 15883713.2278 |
Total P&L (%) | 1213.415 | 1006.2144 | 207.2006 | 16012.3771 | 128.6638 | 15883.7132 |
Avg Daily Profit (%) | 0.5247 | 0.4351 | 0.0896 | 0.22 | 0.0358 | 0.2196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95826 | -115287 | -131963 | -32729420 | -26786451 | -10193353 |
Profit Factor | 2.2179 | 2.9559 | 1.43 | 1.2088 | 1.0027 | 1.5443 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 31.9328 | 26.8908 | 36.9748 | 31.9328 | 26.8908 | 36.9748 |
Ratio Avg Win / Avg Loss | 4.7276 | 8.0364 | 2.4375 | 2.5767 | 2.7261 | 2.6324 |
Largest Winning Trade | 406077 | 406077 | 64665 | 21436183 | 21436183 | 13022803 |
Largest Losing Trade | -47289 | -47289 | -21707 | -14753286 | -14753286 | -3089500 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 59 | 67 | 54 | 59 | 67 | 54 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 6647 | 3605 | 3042 | 6647 | 3605 | 3042 |
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 | 343099 | -6027 | -76383 | 120359 | -383269 | 211252 |
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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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