Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227908.2975 | 992959.7414 | 234948.5561 | 7187888.7478 | 635438.9893 | 6552449.7585 |
Total P&L (%) | 1227.9083 | 992.9597 | 234.9486 | 7187.8887 | 635.439 | 6552.4498 |
Avg Daily Profit (%) | 0.531 | 0.4294 | 0.1016 | 0.1856 | 0.0863 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100642 | -90061 | -204001 | -7319947 | -7391847 | -3851483 |
Profit Factor | 1.6959 | 2.1147 | 1.2689 | 1.1933 | 1.0301 | 1.4086 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 156 | 65 | 91 | 156 | 65 | 91 |
Losing Trades | 312 | 169 | 143 | 312 | 169 | 143 |
Profitability (%) | 33.3333 | 27.7778 | 38.8889 | 33.3333 | 27.7778 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.3919 | 5.4982 | 1.994 | 2.3866 | 2.6781 | 2.2135 |
Largest Winning Trade | 522584 | 522584 | 56300 | 5749460 | 5749460 | 1988324 |
Largest Losing Trade | -30887 | -23989 | -30887 | -1596912 | -1596912 | -1178778 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6881 | 3291 | 3590 | 6881 | 3291 | 3590 |
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 | 371613 | -2605 | -59699 | -2621 | -280273 | 229155 |
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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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