Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765525.8408 | 582384.7427 | 183141.0981 | 4328870.8497 | 1592624.437 | 2736246.4128 |
Total P&L (%) | 765.5258 | 582.3847 | 183.1411 | 4328.8709 | 1592.6244 | 2736.2464 |
Avg Daily Profit (%) | 0.4143 | 0.3152 | 0.0991 | 0.2054 | 0.1532 | 0.1812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87610 | -95791 | -86786 | -5862787 | -6942232 | -5924509 |
Profit Factor | 1.6271 | 1.9286 | 1.3085 | 1.064 | 1.0465 | 1.082 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 158 | 69 | 89 | 158 | 69 | 89 |
Losing Trades | 287 | 154 | 133 | 287 | 154 | 133 |
Profitability (%) | 35.5056 | 30.9417 | 40.0901 | 35.5056 | 30.9417 | 40.0901 |
Ratio Avg Win / Avg Loss | 2.9555 | 4.3044 | 1.9554 | 1.9327 | 2.3356 | 1.6169 |
Largest Winning Trade | 285421 | 285421 | 47722 | 3242265 | 3242265 | 1637373 |
Largest Losing Trade | -31065 | -19255 | -31065 | -2760654 | -1515709 | -2760654 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 7354 | 3803 | 3552 | 7354 | 3803 | 3552 |
Profit Streak | 0 | 0 | 9.6472 | 0 | 0 | 9.6472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357005 | 221845 | -61709 | -143977 | -167190 | -123657 |
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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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