Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2018166.6736 | 1958827.5396 | 59339.134 | 732881.3847 | 580861.6805 | 152019.7042 |
Total P&L (%) | 2018.1667 | 1958.8275 | 59.3391 | 732.8814 | 580.8617 | 152.0197 |
Avg Daily Profit (%) | 0.8705 | 0.8449 | 0.0256 | 0.0915 | 0.0828 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135829 | -122519 | -137111 | -1209220 | -1028171 | -1086264 |
Profit Factor | 3.1265 | 4.8881 | 1.1333 | 1.1203 | 1.1634 | 1.0599 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 45.5782 | 45.9459 | 45.2055 | 45.5782 | 45.9459 | 45.2055 |
Ratio Avg Win / Avg Loss | 3.7331 | 5.7507 | 1.3737 | 1.3377 | 1.3687 | 1.2847 |
Largest Winning Trade | 1792051 | 1792051 | 77450 | 570666 | 570666 | 273988 |
Largest Losing Trade | -60646 | -38390 | -60646 | -553588 | -553588 | -303117 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 4271 | 1784 | 2487 | 4271 | 1784 | 2487 |
Profit Streak | 0 | 0 | 20.1638 | 0 | 0 | 20.1638 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 653341 | -44839 | -306592 | -159698 | -188554 | -367557 |
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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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