Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672900.8255 | 366230.7854 | 306670.0401 | 5220434.6167 | 884917.5315 | 4335517.0852 |
Total P&L (%) | 672.9008 | 366.2308 | 306.67 | 5220.4346 | 884.9175 | 4335.5171 |
Avg Daily Profit (%) | 0.3729 | 0.203 | 0.1699 | 0.2205 | 0.1268 | 0.2104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65162 | -98277 | -70976 | -3270215 | -3075603 | -2129903 |
Profit Factor | 1.5911 | 1.6031 | 1.5774 | 1.194 | 1.0622 | 1.3415 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 158 | 72 | 86 | 158 | 72 | 86 |
Losing Trades | 322 | 168 | 154 | 322 | 168 | 154 |
Profitability (%) | 32.9167 | 30 | 35.8333 | 32.9167 | 30 | 35.8333 |
Ratio Avg Win / Avg Loss | 3.2426 | 3.7405 | 2.8246 | 2.4333 | 2.4786 | 2.4021 |
Largest Winning Trade | 94475 | 94475 | 38662 | 2005745 | 2005745 | 1843457 |
Largest Losing Trade | -21221 | -21221 | -19809 | -812226 | -812226 | -511467 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 89 | 102 | 79 | 89 | 102 | 79 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 21370 | 11661 | 9709 | 21370 | 11661 | 9709 |
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 | 300751 | 129710 | 196028 | -1976 | -181295 | 171568 |
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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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