Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644455.3537 | 361195.8577 | 283259.496 | 3135153.6202 | 870089.1559 | 2265064.4643 |
Total P&L (%) | 644.4554 | 361.1959 | 283.2595 | 3135.1536 | 870.0892 | 2265.0645 |
Avg Daily Profit (%) | 0.357 | 0.2001 | 0.1569 | 0.1928 | 0.126 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96687 | -67222 | -101340 | -5806656 | -2494977 | -5612689 |
Profit Factor | 1.6354 | 1.691 | 1.5762 | 1.0869 | 1.049 | 1.1236 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Profitability (%) | 38.1119 | 34.965 | 41.2587 | 38.1119 | 34.965 | 41.2587 |
Ratio Avg Win / Avg Loss | 2.6556 | 3.1452 | 2.2441 | 1.765 | 1.9512 | 1.5997 |
Largest Winning Trade | 118890 | 118890 | 46772 | 2376780 | 2376780 | 1720418 |
Largest Losing Trade | -26061 | -19063 | -26061 | -1708762 | -1544308 | -1708762 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 10652 | 5623 | 5029 | 10652 | 5623 | 5029 |
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 | 336573 | 172926 | 236205 | -118973 | -195944 | -79236 |
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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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