Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2611896.5333 | 2543986.2322 | 67910.3012 | 683274.6531 | 286729.4191 | 396545.2341 |
Total P&L (%) | 2611.8965 | 2543.9862 | 67.9103 | 683.2747 | 286.7294 | 396.5452 |
Avg Daily Profit (%) | 1.1257 | 1.0965 | 0.0293 | 0.0888 | 0.0583 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146623 | -138841 | -97878 | -3118766 | -2033222 | -1705985 |
Profit Factor | 3.5723 | 5.7235 | 1.1424 | 1.0737 | 1.0556 | 1.0964 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 38.4615 | 34.1176 | 42.8571 | 38.4615 | 34.1176 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.7157 | 11.0523 | 1.5232 | 1.7179 | 2.0384 | 1.4619 |
Largest Winning Trade | 2264816 | 2264816 | 82087 | 1216675 | 1216675 | 674688 |
Largest Losing Trade | -39288 | -30559 | -39288 | -553477 | -553477 | -503421 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 137 | 133 | 141 | 137 | 133 | 141 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 13418 | 5939 | 7479 | 13418 | 5939 | 7479 |
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 | 597412 | 548843 | -219773 | -216001 | -279814 | -218292 |
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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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