Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886458.2523 | 652942.2351 | 233516.0172 | 3319175.6278 | 875176.5156 | 2443999.1123 |
Total P&L (%) | 886.4583 | 652.9422 | 233.516 | 3319.1756 | 875.1765 | 2443.9991 |
Avg Daily Profit (%) | 0.505 | 0.3719 | 0.133 | 0.2014 | 0.1298 | 0.1845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102146 | -90537 | -47898 | -3130618 | -1774609 | -1877769 |
Profit Factor | 1.9611 | 2.3714 | 1.5233 | 1.2589 | 1.1329 | 1.3921 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
Losing Trades | 164 | 90 | 74 | 164 | 90 | 74 |
Profitability (%) | 34.6614 | 28.5714 | 40.8 | 34.6614 | 28.5714 | 40.8 |
Ratio Avg Win / Avg Loss | 3.6968 | 5.9286 | 2.2102 | 2.3731 | 2.8322 | 2.0199 |
Largest Winning Trade | 500823 | 500823 | 53963 | 1492745 | 1492745 | 1141009 |
Largest Losing Trade | -15855 | -14542 | -15855 | -553634 | -483517 | -553634 |
Avg Bars in Trades | 82 | 68 | 97 | 82 | 68 | 97 |
Avg Bars in Winners | 169 | 156 | 179 | 169 | 156 | 179 |
Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
Bars Traded | 20819 | 8665 | 12154 | 20819 | 8665 | 12154 |
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 | 349833 | -269 | -16686 | 156305 | -106844 | 211071 |
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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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