Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839620.8604 | 717428.8309 | 122192.0295 | 3151671.1988 | 4689.2054 | 3146981.9934 |
Total P&L (%) | 839.6209 | 717.4288 | 122.192 | 3151.6712 | 4.6892 | 3146.982 |
Avg Daily Profit (%) | 0.4505 | 0.3849 | 0.0656 | 0.187 | 0.0025 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73817 | -69845 | -56418 | -5836789 | -4698903 | -2130194 |
Profit Factor | 2.1484 | 2.9277 | 1.3404 | 1.1183 | 1.0003 | 1.2691 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 49.4624 | 45.1613 | 53.7634 | 49.4624 | 45.1613 | 53.7634 |
Ratio Avg Win / Avg Loss | 2.1951 | 3.5551 | 1.1528 | 1.1426 | 1.2147 | 1.0915 |
Largest Winning Trade | 437603 | 437603 | 65276 | 2915718 | 2915718 | 1884427 |
Largest Losing Trade | -28942 | -23551 | -28942 | -1656465 | -1245860 | -1656465 |
Avg Bars in Trades | 116 | 104 | 128 | 116 | 104 | 128 |
Avg Bars in Winners | 148 | 122 | 169 | 148 | 122 | 169 |
Avg Bars in Losers | 85 | 89 | 80 | 85 | 89 | 80 |
Bars Traded | 21644 | 9709 | 11935 | 21644 | 9709 | 11935 |
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 | 541086 | 468765 | -104880 | -81755 | -577675 | 288109 |
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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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