Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483174.1964 | 1383646.1795 | 99528.0169 | 1606698.1245 | 1083618.1465 | 523079.978 |
Total P&L (%) | 1483.1742 | 1383.6462 | 99.528 | 1606.6981 | 1083.6181 | 523.08 |
Avg Daily Profit (%) | 0.7952 | 0.7418 | 0.0534 | 0.1522 | 0.1326 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101145 | -100426 | -71583 | -3637692 | -3053018 | -2151234 |
Profit Factor | 3.1369 | 4.9579 | 1.2889 | 1.0933 | 1.1202 | 1.0638 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 42.3841 | 38.1579 | 46.6667 | 42.3841 | 38.1579 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.2643 | 8.0352 | 1.4731 | 1.4862 | 1.8155 | 1.2158 |
Largest Winning Trade | 1247509 | 1247509 | 63506 | 1690443 | 1690443 | 1409971 |
Largest Losing Trade | -30174 | -30174 | -27762 | -1254902 | -1254902 | -645761 |
Avg Bars in Trades | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Winners | 81 | 67 | 93 | 81 | 67 | 93 |
Avg Bars in Losers | 22 | 18 | 28 | 22 | 18 | 28 |
Bars Traded | 7231 | 2809 | 4422 | 7231 | 2809 | 4422 |
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 | 610144 | -33630 | -179899 | -112409 | -156891 | -270164 |
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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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