Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778819.2722 | 475835.4174 | 302983.8549 | 4163387.9126 | -2756016.8278 | 6919404.7404 |
Total P&L (%) | 778.8193 | 475.8354 | 302.9839 | 4163.3879 | -2756.0168 | 6919.4047 |
Avg Daily Profit (%) | 0.4307 | 0.2631 | 0.1675 | 0.2077 | 0 | 0.2354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128750 | -103535 | -52435 | -12811332 | -12054294 | -4779531 |
Profit Factor | 1.8175 | 1.8702 | 1.7464 | 1.0934 | 0.8905 | 1.3569 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 111 | 44 | 67 | 111 | 44 | 67 |
Losing Trades | 232 | 128 | 104 | 232 | 128 | 104 |
Profitability (%) | 32.3615 | 25.5814 | 39.1813 | 32.3615 | 25.5814 | 39.1813 |
Ratio Avg Win / Avg Loss | 3.7987 | 5.4407 | 2.7109 | 2.2854 | 2.5906 | 2.1062 |
Largest Winning Trade | 338922 | 338922 | 51504 | 5725195 | 5725195 | 3131109 |
Largest Losing Trade | -16911 | -16252 | -16911 | -1810169 | -1552646 | -1810169 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 30 | 37 | 25 | 30 | 37 | 25 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5372 | 2742 | 2630 | 5372 | 2742 | 2630 |
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 | 312090 | -14918 | 254349 | -113322 | -604629 | 226557 |
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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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