Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296469.4192 | 1053449.2101 | 243020.209 | 8260751.7618 | 3407535.0344 | 4853216.7274 |
Total P&L (%) | 1296.4694 | 1053.4492 | 243.0202 | 8260.7518 | 3407.535 | 4853.2167 |
Avg Daily Profit (%) | 0.5617 | 0.4564 | 0.1053 | 0.192 | 0.1543 | 0.1692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139948 | -93168 | -152765 | -17077147 | -14945398 | -3498306 |
Profit Factor | 1.9742 | 2.4467 | 1.4033 | 1.1571 | 1.1081 | 1.2304 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 93 | 37 | 56 | 93 | 37 | 56 |
Losing Trades | 176 | 98 | 78 | 176 | 98 | 78 |
Profitability (%) | 34.5725 | 27.4074 | 41.791 | 34.5725 | 27.4074 | 41.791 |
Ratio Avg Win / Avg Loss | 3.7361 | 6.4803 | 1.9546 | 2.1898 | 2.935 | 1.7137 |
Largest Winning Trade | 506914 | 506914 | 45743 | 14661292 | 14661292 | 3077164 |
Largest Losing Trade | -23812 | -23812 | -23161 | -3015433 | -3015433 | -2209919 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 32 | 41 | 26 | 32 | 41 | 26 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 4570 | 2312 | 2258 | 4570 | 2312 | 2258 |
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 | 380350 | -4231 | -53700 | -42962 | -111970 | 195508 |
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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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