Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969895.8806 | 738332.0234 | 231563.8571 | 10219871.3276 | 1720596.2435 | 8499275.0841 |
Total P&L (%) | 969.8959 | 738.332 | 231.5639 | 10219.8713 | 1720.5962 | 8499.2751 |
Avg Daily Profit (%) | 0.4019 | 0.3059 | 0.0959 | 0.1923 | 0.1203 | 0.1847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70166 | -69686 | -87836 | -8854277 | -5230079 | -4449372 |
Profit Factor | 2.5414 | 3.2725 | 1.7609 | 1.3885 | 1.1155 | 1.7448 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Profitability (%) | 31.3953 | 22.093 | 40.6977 | 31.3953 | 22.093 | 40.6977 |
Ratio Avg Win / Avg Loss | 5.5535 | 11.54 | 2.5659 | 3.0342 | 3.9337 | 2.5424 |
Largest Winning Trade | 282708 | 282708 | 64075 | 4172709 | 4126765 | 4172709 |
Largest Losing Trade | -21519 | -16963 | -21519 | -1782746 | -1438373 | -1782746 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 68 | 73 | 65 | 68 | 73 | 65 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 4691 | 2011 | 2680 | 4691 | 2011 | 2680 |
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 | 307861 | -27474 | -65482 | 131451 | -166985 | 261832 |
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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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