Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896326.357 | 707650.8861 | 188675.4709 | 4326315.9209 | 980605.7518 | 3345710.1691 |
Total P&L (%) | 896.3264 | 707.6509 | 188.6755 | 4326.3159 | 980.6058 | 3345.7102 |
Avg Daily Profit (%) | 0.3719 | 0.2936 | 0.0783 | 0.1574 | 0.0988 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98975 | -101290 | -179408 | -4975941 | -4604704 | -1965984 |
Profit Factor | 1.5105 | 1.8228 | 1.2106 | 1.1185 | 1.0499 | 1.1985 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 192 | 93 | 99 | 192 | 93 | 99 |
Losing Trades | 400 | 203 | 197 | 400 | 203 | 197 |
Profitability (%) | 32.4324 | 31.4189 | 33.4459 | 32.4324 | 31.4189 | 33.4459 |
Ratio Avg Win / Avg Loss | 3.1469 | 3.9788 | 2.409 | 2.3303 | 2.2918 | 2.3848 |
Largest Winning Trade | 316153 | 316153 | 48032 | 2636800 | 2636800 | 2488045 |
Largest Losing Trade | -21321 | -20786 | -21321 | -878853 | -878853 | -571783 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7202 | 3573 | 3629 | 7202 | 3573 | 3629 |
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 | 306986 | 228263 | -92939 | -84801 | -231084 | -2688 |
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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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