Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939954.7827 | 708560.8334 | 231393.9492 | 2117872.11 | 1444700.514 | 673171.596 |
Total P&L (%) | 939.9548 | 708.5608 | 231.3939 | 2117.8721 | 1444.7005 | 673.1716 |
Avg Daily Profit (%) | 0.636 | 0.4794 | 0.1566 | 0.2099 | 0.1854 | 0.1385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100970 | -130955 | -89085 | -2490464 | -2167592 | -2253307 |
Profit Factor | 2.2007 | 2.4923 | 1.7512 | 1.143 | 1.1816 | 1.0983 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 46.4968 | 36.7089 | 56.4103 | 46.4968 | 36.7089 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.5323 | 4.2971 | 1.3532 | 1.3153 | 2.0372 | 0.8487 |
Largest Winning Trade | 566801 | 566801 | 29743 | 1584089 | 1584089 | 717233 |
Largest Losing Trade | -35686 | -33959 | -35686 | -952969 | -538103 | -952969 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 48 | 54 | 45 | 48 | 54 | 45 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 5734 | 2975 | 2758 | 5734 | 2975 | 2758 |
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 | 554822 | -16950 | -23890 | -55597 | -43925 | -155163 |
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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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