Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241217.0068 | 888340.9009 | 352876.1059 | 25661974.4565 | 10707400.2994 | 14954574.1571 |
Total P&L (%) | 1241.217 | 888.3409 | 352.8761 | 25661.9745 | 10707.4003 | 14954.5742 |
Avg Daily Profit (%) | 0.8419 | 0.6025 | 0.2393 | 0.3773 | 0.3181 | 0.3407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99524 | -118057 | -96211 | -14297637 | -13160826 | -10008785 |
Profit Factor | 2.1754 | 2.5601 | 1.7252 | 1.2346 | 1.1904 | 1.2813 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 151 | 64 | 87 | 151 | 64 | 87 |
Losing Trades | 233 | 128 | 105 | 233 | 128 | 105 |
Profitability (%) | 39.3229 | 33.3333 | 45.3125 | 39.3229 | 33.3333 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.3567 | 5.1202 | 2.0821 | 1.905 | 2.3808 | 1.5464 |
Largest Winning Trade | 612709 | 612709 | 42012 | 8849551 | 8849551 | 6055759 |
Largest Losing Trade | -26613 | -21394 | -26613 | -3485049 | -3427679 | -3485049 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 4333 | 2238 | 2095 | 4333 | 2238 | 2095 |
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 | 557062 | 381796 | 364746 | 305305 | -6691 | 332109 |
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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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