Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936670.2845 | 682722.822 | 253947.4625 | 3957650.437 | 2572583.8995 | 1385066.5374 |
Total P&L (%) | 936.6703 | 682.7228 | 253.9475 | 3957.6504 | 2572.5839 | 1385.0665 |
Avg Daily Profit (%) | 0.6361 | 0.4637 | 0.1725 | 0.2518 | 0.2234 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128956 | -105853 | -68844 | -14001675 | -11914898 | -6816619 |
Profit Factor | 2.0443 | 2.4824 | 1.5819 | 1.0717 | 1.0858 | 1.0549 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 144 | 59 | 85 | 144 | 59 | 85 |
Losing Trades | 164 | 95 | 69 | 164 | 95 | 69 |
Profitability (%) | 46.7532 | 38.3117 | 55.1948 | 46.7532 | 38.3117 | 55.1948 |
Ratio Avg Win / Avg Loss | 2.3283 | 3.9971 | 1.2842 | 1.2205 | 1.7483 | 0.8563 |
Largest Winning Trade | 396809 | 396809 | 66409 | 8943907 | 8943907 | 2594641 |
Largest Losing Trade | -35286 | -18568 | -35286 | -3365940 | -2274531 | -3365940 |
Avg Bars in Trades | 56 | 40 | 73 | 56 | 40 | 73 |
Avg Bars in Winners | 84 | 63 | 100 | 84 | 63 | 100 |
Avg Bars in Losers | 31 | 25 | 40 | 31 | 25 | 40 |
Bars Traded | 17475 | 6163 | 11312 | 17475 | 6163 | 11312 |
Profit Streak | 0 | 0 | 8.6457 | 0 | 0 | 8.6457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575974 | 386228 | 388358 | -132879 | -121089 | -152364 |
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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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