Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913080.7868 | 678001.0063 | 235079.7805 | 1880146.263 | 378886.5874 | 1501259.6756 |
Total P&L (%) | 913.0808 | 678.001 | 235.0798 | 1880.1463 | 378.8866 | 1501.2597 |
Avg Daily Profit (%) | 0.6142 | 0.4561 | 0.1581 | 0.201 | 0.1054 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98608 | -102392 | -63985 | -3970467 | -4088586 | -1736610 |
Profit Factor | 1.8192 | 2.0998 | 1.4719 | 1.0914 | 1.0323 | 1.1702 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 118 | 47 | 71 | 118 | 47 | 71 |
Losing Trades | 214 | 119 | 95 | 214 | 119 | 95 |
Profitability (%) | 35.5422 | 28.3133 | 42.7711 | 35.5422 | 28.3133 | 42.7711 |
Ratio Avg Win / Avg Loss | 3.2991 | 5.3165 | 1.9694 | 1.9793 | 2.6136 | 1.5657 |
Largest Winning Trade | 534415 | 534415 | 35969 | 2055486 | 2055486 | 795622 |
Largest Losing Trade | -23335 | -20891 | -23335 | -1023367 | -1023367 | -638373 |
Avg Bars in Trades | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Winners | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 17731 | 7674 | 10057 | 17731 | 7674 | 10057 |
Profit Streak | 7.578 | 8.578 | 0 | 7.578 | 8.578 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425546 | -8 | 252407 | -114043 | -250426 | -26822 |
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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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