Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962075.5069 | 774927.9491 | 187147.5579 | 2983411.5797 | 1799568.2539 | 1183843.3258 |
Total P&L (%) | 962.0755 | 774.9279 | 187.1476 | 2983.4116 | 1799.5683 | 1183.8433 |
Avg Daily Profit (%) | 0.3965 | 0.3194 | 0.0771 | 0.1414 | 0.1214 | 0.1052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98282 | -99753 | -129591 | -4400502 | -4025391 | -2604639 |
Profit Factor | 1.7895 | 2.1493 | 1.3438 | 1.0883 | 1.0935 | 1.0814 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 184 | 101 | 83 | 184 | 101 | 83 |
Profitability (%) | 34.9823 | 28.8732 | 41.1348 | 34.9823 | 28.8732 | 41.1348 |
Ratio Avg Win / Avg Loss | 3.3259 | 5.2946 | 1.923 | 2.0227 | 2.6938 | 1.5476 |
Largest Winning Trade | 406589 | 406589 | 38925 | 3153414 | 3153414 | 1355801 |
Largest Losing Trade | -24948 | -24948 | -22573 | -1089197 | -1089197 | -631186 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 31 | 39 | 26 | 31 | 39 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4810 | 2505 | 2305 | 4810 | 2505 | 2305 |
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 | 325042 | 18079 | -91858 | -130203 | -159693 | -185254 |
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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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