Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942813.8744 | 761803.0686 | 181010.8058 | 2738305.7378 | 1410441.9648 | 1327863.773 |
Total P&L (%) | 942.8139 | 761.8031 | 181.0108 | 2738.3057 | 1410.442 | 1327.8638 |
Avg Daily Profit (%) | 0.3942 | 0.3185 | 0.0757 | 0.14 | 0.1136 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78010 | -88283 | -96920 | -2584433 | -2089285 | -2177484 |
Profit Factor | 1.9095 | 2.4483 | 1.3545 | 1.1553 | 1.1594 | 1.1512 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 46.9136 | 45.082 | 48.7603 | 46.9136 | 45.082 | 48.7603 |
Ratio Avg Win / Avg Loss | 2.1608 | 2.9825 | 1.4234 | 1.3073 | 1.4123 | 1.2098 |
Largest Winning Trade | 341958 | 341958 | 55165 | 1395067 | 1395067 | 1076366 |
Largest Losing Trade | -41274 | -41274 | -40090 | -1276457 | -840786 | -1276457 |
Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Winners | 82 | 66 | 98 | 82 | 66 | 98 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 13997 | 5941 | 8055 | 13997 | 5941 | 8055 |
Profit Streak | 0 | 0 | 61.601 | 0 | 0 | 61.601 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482194 | 416638 | -90694 | -55338 | -88296 | -97467 |
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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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