Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823604.1036 | 492215.7534 | 331388.3502 | 6548407.3707 | -3767231.299 | 10315638.6697 |
Total P&L (%) | 823.6041 | 492.2158 | 331.3884 | 6548.4074 | -3767.2313 | 10315.6387 |
Avg Daily Profit (%) | 0.4546 | 0.2717 | 0.1829 | 0.2319 | 0 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123117 | -101733 | -49473 | -17413986 | -16272123 | -6434931 |
Profit Factor | 1.888 | 1.9283 | 1.8342 | 1.1148 | 0.8846 | 1.4227 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 110 | 44 | 66 | 110 | 44 | 66 |
Losing Trades | 229 | 126 | 103 | 229 | 126 | 103 |
Profitability (%) | 32.4484 | 25.8824 | 39.0533 | 32.4484 | 25.8824 | 39.0533 |
Ratio Avg Win / Avg Loss | 3.9304 | 5.5219 | 2.8624 | 2.3207 | 2.5333 | 2.2203 |
Largest Winning Trade | 338922 | 338922 | 51504 | 7571289 | 7571289 | 4344339 |
Largest Losing Trade | -16911 | -16252 | -16911 | -2393860 | -2154260 | -2393860 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5404 | 2756 | 2648 | 5404 | 2756 | 2648 |
Profit Streak | 0 | 0 | 13.3734 | 0 | 0 | 13.3734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324814 | -13417 | 284747 | -89641 | -603313 | 267202 |
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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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