Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627406.2961 | 467670.5309 | 159735.7651 | 3793819.3577 | 3018601.1255 | 775218.2323 |
Total P&L (%) | 627.4063 | 467.6705 | 159.7358 | 3793.8194 | 3018.6011 | 775.2182 |
Avg Daily Profit (%) | 0.3355 | 0.2501 | 0.0854 | 0.196 | 0.1841 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55355 | -54192 | -67430 | -2751226 | -1954974 | -1674707 |
Profit Factor | 2.1502 | 2.8792 | 1.5385 | 1.3517 | 1.5531 | 1.1455 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 36.2963 | 39.7059 | 32.8358 | 36.2963 | 39.7059 | 32.8358 |
Ratio Avg Win / Avg Loss | 3.7738 | 4.3722 | 3.147 | 2.3724 | 2.3584 | 2.343 |
Largest Winning Trade | 103422 | 103422 | 73491 | 2480583 | 2480583 | 1882015 |
Largest Losing Trade | -22508 | -21885 | -22508 | -853875 | -853875 | -788411 |
Avg Bars in Trades | 26 | 21 | 31 | 26 | 21 | 31 |
Avg Bars in Winners | 54 | 40 | 72 | 54 | 40 | 72 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 3535 | 1433 | 2102 | 3535 | 1433 | 2102 |
Profit Streak | 0 | 0 | 61.8593 | 0 | 0 | 61.8593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309319 | -99637 | -199333 | 173548 | -102540 | -220105 |
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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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