Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796757.152 | 480872.5995 | 315884.5524 | 4990163.7918 | -2553909.9294 | 7544073.7212 |
Total P&L (%) | 796.7572 | 480.8726 | 315.8846 | 4990.1638 | -2553.9099 | 7544.0737 |
Avg Daily Profit (%) | 0.4384 | 0.2646 | 0.1738 | 0.2165 | 0 | 0.2389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112579 | -95062 | -44177 | -11844615 | -11250531 | -4321248 |
Profit Factor | 1.8486 | 1.8903 | 1.7921 | 1.1177 | 0.8936 | 1.4106 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 111 | 44 | 67 | 111 | 44 | 67 |
Losing Trades | 217 | 120 | 97 | 217 | 120 | 97 |
Profitability (%) | 33.8415 | 26.8293 | 40.8537 | 33.8415 | 26.8293 | 40.8537 |
Ratio Avg Win / Avg Loss | 3.6139 | 5.1555 | 2.5945 | 2.1851 | 2.4372 | 2.0422 |
Largest Winning Trade | 338922 | 338922 | 51504 | 5371167 | 5371167 | 3088068 |
Largest Losing Trade | -16911 | -16252 | -16911 | -1698234 | -1678648 | -1698234 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 30 | 37 | 26 | 30 | 37 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5407 | 2744 | 2663 | 5407 | 2744 | 2663 |
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 | 334534 | -9409 | 281549 | -86016 | -599171 | 261564 |
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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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