Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157693.0983 | 1079450.6988 | 78242.3994 | 1019210.7038 | 2172891.9181 | -1153681.2144 |
Total P&L (%) | 1157.6931 | 1079.4507 | 78.2424 | 1019.2107 | 2172.8919 | -1153.6812 |
Avg Daily Profit (%) | 0.4994 | 0.4656 | 0.0337 | 0.1042 | 0.1348 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184832 | -120691 | -105009 | -10108970 | -6775482 | -4283423 |
Profit Factor | 1.9251 | 2.747 | 1.1235 | 1.0275 | 1.1081 | 0.9322 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 47.1074 | 43.8017 | 50.4132 | 47.1074 | 43.8017 | 50.4132 |
Ratio Avg Win / Avg Loss | 2.1616 | 3.5245 | 1.1051 | 1.1536 | 1.4218 | 0.917 |
Largest Winning Trade | 573087 | 573087 | 83446 | 4411011 | 4411011 | 2303033 |
Largest Losing Trade | -40344 | -40344 | -37650 | -2208668 | -2208668 | -2046778 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 6745 | 3065 | 3680 | 6745 | 3065 | 3680 |
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 | 528167 | 474635 | -232654 | -243316 | -116563 | -580957 |
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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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