Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745000.843 | 553635.2835 | 191365.5595 | 10890149.1533 | -2079341.2713 | 12969490.4246 |
Total P&L (%) | 745.0008 | 553.6353 | 191.3656 | 10890.1492 | -2079.3413 | 12969.4904 |
Avg Daily Profit (%) | 0.4032 | 0.2996 | 0.1036 | 0.2547 | 0 | 0.2641 |
Buy And Hold Return (%) | 68.5464 | 68.5464 | 68.5464 | 68.5464 | 68.5464 | 68.5464 |
Max Trade Drawdown | -107319 | -68042 | -83513 | -23259682 | -15745611 | -10805468 |
Profit Factor | 1.5992 | 1.9452 | 1.291 | 1.1045 | 0.9623 | 1.2645 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 270 | 139 | 131 | 270 | 139 | 131 |
Profitability (%) | 35.7143 | 33.8095 | 37.619 | 35.7143 | 33.8095 | 37.619 |
Ratio Avg Win / Avg Loss | 2.8785 | 3.8082 | 2.1408 | 1.9881 | 1.884 | 2.0969 |
Largest Winning Trade | 121434 | 121434 | 48464 | 5886123 | 5886123 | 3246229 |
Largest Losing Trade | -21784 | -16861 | -21784 | -2624539 | -2624539 | -2298727 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 7206 | 3619 | 3587 | 7206 | 3619 | 3587 |
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 | 349751 | 255922 | -60866 | -99064 | -583475 | 200530 |
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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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