Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710359.4703 | 486663.3431 | 223696.1272 | 4630158.8561 | 2848307.4628 | 1781851.3934 |
Total P&L (%) | 710.3595 | 486.6633 | 223.6961 | 4630.1589 | 2848.3075 | 1781.8514 |
Avg Daily Profit (%) | 0.3095 | 0.212 | 0.0975 | 0.1682 | 0.1475 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77352 | -69999 | -52051 | -1337765 | -888850 | -926646 |
Profit Factor | 2.4193 | 2.881 | 1.9253 | 1.7679 | 1.8542 | 1.6611 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 41.2903 | 41.0256 | 41.5584 | 41.2903 | 41.0256 | 41.5584 |
Ratio Avg Win / Avg Loss | 3.44 | 4.1414 | 2.7074 | 2.5137 | 2.6654 | 2.3359 |
Largest Winning Trade | 219643 | 219643 | 66464 | 2424979 | 2424979 | 1523974 |
Largest Losing Trade | -20026 | -17901 | -20026 | -752913 | -700079 | -752913 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 81 | 62 | 101 | 81 | 62 | 101 |
Avg Bars in Losers | 16 | 12 | 19 | 16 | 12 | 19 |
Bars Traded | 6696 | 2580 | 4117 | 6696 | 2580 | 4117 |
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 | 396289 | -24723 | -104448 | 307546 | -30112 | -63893 |
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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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