Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811632.1233 | 537493.367 | 274138.7563 | 7272600.2668 | 5032716.4088 | 2239883.8581 |
Total P&L (%) | 811.6321 | 537.4934 | 274.1388 | 7272.6003 | 5032.7164 | 2239.8839 |
Avg Daily Profit (%) | 0.5459 | 0.3615 | 0.1844 | 0.2897 | 0.2653 | 0.2123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125621 | -67899 | -87626 | -15912644 | -9879623 | -11133295 |
Profit Factor | 2.0482 | 2.3376 | 1.7359 | 1.1382 | 1.1969 | 1.0828 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 48.0916 | 45.8015 | 50.3817 | 48.0916 | 45.8015 | 50.3817 |
Ratio Avg Win / Avg Loss | 2.2107 | 2.7662 | 1.7096 | 1.2286 | 1.4163 | 1.0664 |
Largest Winning Trade | 292780 | 292780 | 74544 | 9836196 | 9836196 | 4028565 |
Largest Losing Trade | -34263 | -19986 | -34263 | -3411216 | -3411216 | -2909622 |
Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
Avg Bars in Winners | 25 | 16 | 33 | 25 | 16 | 33 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 4309 | 1537 | 2772 | 4309 | 1537 | 2772 |
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 | 568581 | 443108 | 392359 | -58763 | 109574 | -121166 |
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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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