Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618913.0352 | 317316.3122 | 301596.723 | 3548744.4379 | 1364613.768 | 2184130.6699 |
Total P&L (%) | 618.913 | 317.3163 | 301.5967 | 3548.7444 | 1364.6138 | 2184.1307 |
Avg Daily Profit (%) | 0.3424 | 0.1756 | 0.1669 | 0.1992 | 0.1486 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96347 | -88476 | -58221 | -6457938 | -4788894 | -3704151 |
Profit Factor | 1.5237 | 1.4919 | 1.562 | 1.0954 | 1.0714 | 1.1206 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 166 | 77 | 89 | 166 | 77 | 89 |
Losing Trades | 287 | 150 | 137 | 287 | 150 | 137 |
Profitability (%) | 36.6446 | 33.9207 | 39.3805 | 36.6446 | 33.9207 | 39.3805 |
Ratio Avg Win / Avg Loss | 2.6343 | 2.9062 | 2.4044 | 1.8938 | 2.0872 | 1.7249 |
Largest Winning Trade | 98356 | 98356 | 41989 | 2866101 | 2866101 | 1927570 |
Largest Losing Trade | -19344 | -19344 | -15710 | -1091061 | -717703 | -1091061 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 5368 | 2902 | 2466 | 5368 | 2902 | 2466 |
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 | 333674 | 159728 | 248721 | -109041 | -140395 | -82201 |
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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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