Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426367.4682 | 1388810.0136 | 37557.4545 | 176090.1603 | -359268.066 | 535358.2263 |
Total P&L (%) | 1426.3675 | 1388.81 | 37.5575 | 176.0902 | -359.2681 | 535.3582 |
Avg Daily Profit (%) | 0.7665 | 0.7463 | 0.0202 | 0.0546 | 0 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181129 | -151299 | -70509 | -3812622 | -4031584 | -887703 |
Profit Factor | 2.0131 | 2.852 | 1.0571 | 1.0089 | 0.9667 | 1.0588 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 235 | 97 | 138 | 235 | 97 | 138 |
Losing Trades | 363 | 202 | 161 | 363 | 202 | 161 |
Profitability (%) | 39.2977 | 32.4415 | 46.1538 | 39.2977 | 32.4415 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.1096 | 5.9391 | 1.2333 | 1.5584 | 2.013 | 1.2353 |
Largest Winning Trade | 1347056 | 1347056 | 27605 | 1525309 | 1525309 | 579493 |
Largest Losing Trade | -20239 | -16949 | -20239 | -507191 | -463374 | -507191 |
Avg Bars in Trades | 36 | 51 | 21 | 36 | 51 | 21 |
Avg Bars in Winners | 56 | 102 | 23 | 56 | 102 | 23 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 22001 | 15510 | 6491 | 22001 | 15510 | 6491 |
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 | 564033 | 443936 | -326287 | -330730 | -583820 | -215897 |
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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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