Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969468.0695 | 746179.6692 | 223288.4003 | 10890647.0267 | 957729.1962 | 9932917.8304 |
Total P&L (%) | 969.4681 | 746.1797 | 223.2884 | 10890.647 | 957.7292 | 9932.9178 |
Avg Daily Profit (%) | 0.4025 | 0.3098 | 0.0927 | 0.1953 | 0.098 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74556 | -69128 | -56196 | -7681680 | -6861446 | -3298510 |
Profit Factor | 2.5749 | 3.6498 | 1.6685 | 1.2912 | 1.0469 | 1.5841 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 42.6829 | 40.2439 | 45.122 | 42.6829 | 40.2439 | 45.122 |
Ratio Avg Win / Avg Loss | 3.4577 | 5.4194 | 2.0293 | 1.7338 | 1.5546 | 1.9266 |
Largest Winning Trade | 303407 | 303407 | 70806 | 4906804 | 4800653 | 4906804 |
Largest Losing Trade | -27867 | -21491 | -27867 | -2092354 | -1803507 | -2092354 |
Avg Bars in Trades | 86 | 64 | 107 | 86 | 64 | 107 |
Avg Bars in Winners | 148 | 112 | 180 | 148 | 112 | 180 |
Avg Bars in Losers | 39 | 31 | 48 | 39 | 31 | 48 |
Bars Traded | 14125 | 5280 | 8845 | 14125 | 5280 | 8845 |
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 | 456909 | 271042 | -72390 | 257481 | -237775 | 163492 |
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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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