Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656473.5412 | 407695.2241 | 248778.3171 | 6251538.5734 | 6062896.9653 | 188641.6081 |
Total P&L (%) | 656.4735 | 407.6952 | 248.7783 | 6251.5386 | 6062.897 | 188.6416 |
Avg Daily Profit (%) | 0.388 | 0.241 | 0.147 | 0.2456 | 0.2439 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75715 | -105586 | -67721 | -8252346 | -1722865 | -7231718 |
Profit Factor | 2.0283 | 2.319 | 1.7554 | 1.3282 | 1.8171 | 1.0162 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 36.3636 | 30.9091 | 41.8182 | 36.3636 | 30.9091 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.5495 | 5.1836 | 2.4423 | 2.3244 | 4.0617 | 1.4139 |
Largest Winning Trade | 127927 | 127927 | 52413 | 2616933 | 2616933 | 2242979 |
Largest Losing Trade | -21668 | -16397 | -21668 | -1757005 | -922125 | -1757005 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 43 | 40 | 44 | 43 | 40 | 44 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 5010 | 2213 | 2797 | 5010 | 2213 | 2797 |
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 | 346517 | 179242 | 122368 | 213172 | 160268 | -315095 |
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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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