Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000313.0025 | 904638.3596 | 95674.6428 | 4648341.9725 | 3881779.3542 | 766562.6183 |
Total P&L (%) | 1000.313 | 904.6384 | 95.6746 | 4648.342 | 3881.7794 | 766.5626 |
Avg Daily Profit (%) | 0.5359 | 0.4846 | 0.0513 | 0.207 | 0.1976 | 0.1157 |
Buy And Hold Return (%) | 452.1779 | 452.1779 | 452.1779 | 452.1779 | 452.1779 | 452.1779 |
Max Trade Drawdown | -171064 | -101064 | -96835 | -20118570 | -12111239 | -10219679 |
Profit Factor | 1.6618 | 2.2589 | 1.1207 | 1.0498 | 1.084 | 1.0163 |
Total Trades | 720 | 360 | 360 | 720 | 360 | 360 |
Winning Trades | 299 | 148 | 151 | 299 | 148 | 151 |
Losing Trades | 421 | 212 | 209 | 421 | 212 | 209 |
Profitability (%) | 41.5278 | 41.1111 | 41.9444 | 41.5278 | 41.1111 | 41.9444 |
Ratio Avg Win / Avg Loss | 2.3399 | 3.2357 | 1.5511 | 1.4782 | 1.5527 | 1.4067 |
Largest Winning Trade | 233996 | 233996 | 50338 | 15189613 | 15189613 | 2786128 |
Largest Losing Trade | -49550 | -31657 | -49550 | -5970448 | -2388487 | -5970448 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 22258 | 10550 | 11708 | 22258 | 10550 | 11708 |
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 | 325739 | 217192 | -378723 | -157145 | -120885 | -251391 |
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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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