Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117782.7141 | 991914.6987 | 125868.0154 | 1635889.3587 | 1857158.5104 | -221269.1517 |
Total P&L (%) | 1117.7827 | 991.9147 | 125.868 | 1635.8894 | 1857.1585 | -221.2692 |
Avg Daily Profit (%) | 0.4811 | 0.4269 | 0.0542 | 0.1229 | 0.1281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156171 | -125875 | -202580 | -9009787 | -6563542 | -2538098 |
Profit Factor | 1.8376 | 2.5006 | 1.1869 | 1.0862 | 1.1718 | 0.9729 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Profitability (%) | 35.9184 | 33.3333 | 38.5246 | 35.9184 | 33.3333 | 38.5246 |
Ratio Avg Win / Avg Loss | 3.2784 | 5.0012 | 1.894 | 1.9379 | 2.3435 | 1.5525 |
Largest Winning Trade | 506615 | 506615 | 61720 | 6392534 | 6392534 | 1140455 |
Largest Losing Trade | -37260 | -37260 | -30595 | -1957943 | -1957943 | -1850491 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 6768 | 3247 | 3521 | 6768 | 3247 | 3521 |
Profit Streak | 0 | 0 | 22.1148 | 0 | 0 | 22.1148 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360387 | 299248 | -138282 | -156998 | -58511 | -581866 |
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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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