Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806461.092 | 623327.1329 | 183133.9591 | 2377219.2896 | -1331090.9351 | 3708310.2247 |
Total P&L (%) | 806.4611 | 623.3271 | 183.134 | 2377.2193 | -1331.0909 | 3708.3102 |
Avg Daily Profit (%) | 0.3872 | 0.2993 | 0.0879 | 0.1542 | 0 | 0.1749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154405 | -81934 | -117502 | -5126558 | -3903573 | -2386535 |
Profit Factor | 1.7103 | 2.062 | 1.3339 | 1.1543 | 0.8452 | 1.5451 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Losing Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Profitability (%) | 41.6279 | 41.8605 | 41.3953 | 41.6279 | 41.8605 | 41.3953 |
Ratio Avg Win / Avg Loss | 2.3982 | 2.8639 | 1.8885 | 1.6187 | 1.1739 | 2.1875 |
Largest Winning Trade | 325815 | 325815 | 61316 | 2031604 | 1996972 | 2031604 |
Largest Losing Trade | -36041 | -21841 | -36041 | -1406485 | -1171836 | -1406485 |
Avg Bars in Trades | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Winners | 90 | 71 | 110 | 90 | 71 | 110 |
Avg Bars in Losers | 32 | 38 | 27 | 32 | 38 | 27 |
Bars Traded | 24505 | 11271 | 13234 | 24505 | 11271 | 13234 |
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 | 427339 | 367578 | -76945 | -43004 | -581706 | 278632 |
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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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