Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207834.8605 | 1052808.9643 | 155025.8962 | 5268886.1268 | 1933915.8225 | 3334970.3043 |
Total P&L (%) | 1207.8349 | 1052.809 | 155.0259 | 5268.8861 | 1933.9158 | 3334.9703 |
Avg Daily Profit (%) | 0.519 | 0.4524 | 0.0666 | 0.1713 | 0.1295 | 0.1521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109509 | -72215 | -157631 | -7396936 | -5997854 | -3056499 |
Profit Factor | 2.2343 | 3.2285 | 1.3063 | 1.1944 | 1.135 | 1.2611 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 30.3665 | 28.125 | 32.6316 | 30.3665 | 28.125 | 32.6316 |
Ratio Avg Win / Avg Loss | 5.1234 | 8.2507 | 2.6968 | 2.7389 | 2.9005 | 2.6035 |
Largest Winning Trade | 389351 | 389351 | 84937 | 4801871 | 4801871 | 3859406 |
Largest Losing Trade | -41005 | -21269 | -41005 | -1640243 | -1640243 | -1584515 |
Avg Bars in Trades | 47 | 42 | 51 | 47 | 42 | 51 |
Avg Bars in Winners | 106 | 99 | 113 | 106 | 99 | 113 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 9028 | 4107 | 4921 | 9028 | 4107 | 4921 |
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 | 301730 | 945 | -109810 | -4391 | -106942 | 55089 |
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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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