Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708415.1579 | 527728.9232 | 180686.2348 | 6326440.3811 | 4581043.4528 | 1745396.9283 |
Total P&L (%) | 708.4152 | 527.7289 | 180.6862 | 6326.4404 | 4581.0435 | 1745.3969 |
Avg Daily Profit (%) | 0.2831 | 0.2109 | 0.0722 | 0.1665 | 0.1538 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104614 | -82293 | -70174 | -12320288 | -10729770 | -7537226 |
Profit Factor | 1.4824 | 1.7693 | 1.2309 | 1.0821 | 1.1204 | 1.0447 |
Total Trades | 639 | 320 | 319 | 639 | 320 | 319 |
Winning Trades | 291 | 149 | 142 | 291 | 149 | 142 |
Losing Trades | 348 | 171 | 177 | 348 | 171 | 177 |
Profitability (%) | 45.5399 | 46.5625 | 44.5141 | 45.5399 | 46.5625 | 44.5141 |
Ratio Avg Win / Avg Loss | 1.7728 | 2.0306 | 1.5343 | 1.294 | 1.2858 | 1.3022 |
Largest Winning Trade | 92671 | 92671 | 53094 | 7971774 | 7971774 | 4293674 |
Largest Losing Trade | -22675 | -20122 | -22675 | -3323771 | -3323771 | -3209269 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7401 | 3238 | 4163 | 7401 | 3238 | 4163 |
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 | 465831 | 415620 | -96487 | -120608 | -80386 | -209019 |
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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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