Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182823.4299 | 991749.7789 | 191073.651 | 3020918.6249 | 3351932.7662 | -331014.1413 |
Total P&L (%) | 1182.8234 | 991.7498 | 191.0737 | 3020.9186 | 3351.9328 | -331.0141 |
Avg Daily Profit (%) | 0.5105 | 0.428 | 0.0825 | 0.1486 | 0.153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168713 | -129326 | -173813 | -16826609 | -12912855 | -5940722 |
Profit Factor | 1.7839 | 2.249 | 1.2673 | 1.0639 | 1.1321 | 0.9849 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 234 | 123 | 111 | 234 | 123 | 111 |
Profitability (%) | 30.7692 | 27.2189 | 34.3195 | 30.7692 | 27.2189 | 34.3195 |
Ratio Avg Win / Avg Loss | 4.0137 | 6.0136 | 2.4253 | 2.3937 | 3.0271 | 1.8849 |
Largest Winning Trade | 528310 | 528310 | 58702 | 10618740 | 10618740 | 2530464 |
Largest Losing Trade | -20421 | -20421 | -18186 | -2534291 | -2534291 | -2359004 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4592 | 2117 | 2475 | 4592 | 2117 | 2475 |
Profit Streak | 14.562 | 0 | 15.562 | 14.562 | 0 | 15.562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332344 | -5160 | -86765 | -148244 | -85906 | -582909 |
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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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