Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863607.6571 | 636026.8699 | 227580.7872 | 7403558.7137 | 2617159.2374 | 4786399.4763 |
Total P&L (%) | 863.6077 | 636.0269 | 227.5808 | 7403.5587 | 2617.1592 | 4786.3995 |
Avg Daily Profit (%) | 0.3575 | 0.2633 | 0.0942 | 0.1789 | 0.1368 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78419 | -96225 | -107131 | -6613379 | -5746059 | -2614013 |
Profit Factor | 1.89 | 2.2222 | 1.5058 | 1.2199 | 1.1384 | 1.3243 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 37.5587 | 33.6449 | 41.5094 | 37.5587 | 33.6449 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.1422 | 4.3827 | 2.1218 | 2.0281 | 2.2453 | 1.8661 |
Largest Winning Trade | 213263 | 213263 | 45478 | 5417977 | 5417977 | 2191317 |
Largest Losing Trade | -24264 | -24245 | -24264 | -1640844 | -1476210 | -1640844 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 7167 | 3401 | 3766 | 7167 | 3401 | 3766 |
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 | 332947 | 222410 | -68314 | 174231 | -83756 | 197105 |
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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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