Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2420195.643 | 2341375.7123 | 78819.9307 | 464066.7701 | 916676.9304 | -452610.1602 |
Total P&L (%) | 2420.1956 | 2341.3757 | 78.8199 | 464.0668 | 916.6769 | -452.6102 |
Avg Daily Profit (%) | 1.0468 | 1.0127 | 0.0341 | 0.0749 | 0.1004 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202982 | -122366 | -137458 | -6991132 | -5013439 | -2880777 |
Profit Factor | 2.8641 | 4.4055 | 1.129 | 1.0232 | 1.0864 | 0.9519 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Profitability (%) | 43.3121 | 42.0382 | 44.586 | 43.3121 | 42.0382 | 44.586 |
Ratio Avg Win / Avg Loss | 3.7485 | 6.0743 | 1.4032 | 1.3392 | 1.4979 | 1.1831 |
Largest Winning Trade | 2212010 | 2212010 | 79420 | 3372545 | 3372545 | 1663253 |
Largest Losing Trade | -39333 | -31772 | -39333 | -1000881 | -1000881 | -844214 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 67 | 55 | 79 | 67 | 55 | 79 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 13678 | 6157 | 7522 | 13678 | 6157 | 7522 |
Profit Streak | 0 | 0 | 10.6776 | 0 | 0 | 10.6776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644006 | 643696 | -227126 | -288983 | -186892 | -580301 |
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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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