Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752315.3253 | 538196.1262 | 214119.1992 | 8344048.3946 | -988474.8481 | 9332523.2427 |
Total P&L (%) | 752.3153 | 538.1961 | 214.1192 | 8344.0484 | -988.4748 | 9332.5232 |
Avg Daily Profit (%) | 0.4072 | 0.2913 | 0.1159 | 0.2404 | 0 | 0.2464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82069 | -72195 | -82536 | -10320185 | -7954963 | -7242251 |
Profit Factor | 1.4482 | 1.6378 | 1.2565 | 1.0688 | 0.984 | 1.1566 |
Total Trades | 927 | 464 | 463 | 927 | 464 | 463 |
Winning Trades | 301 | 139 | 162 | 301 | 139 | 162 |
Losing Trades | 626 | 325 | 301 | 626 | 325 | 301 |
Profitability (%) | 32.4703 | 29.9569 | 34.9892 | 32.4703 | 29.9569 | 34.9892 |
Ratio Avg Win / Avg Loss | 3.0119 | 3.8294 | 2.3347 | 2.2228 | 2.3007 | 2.149 |
Largest Winning Trade | 153973 | 153973 | 39815 | 3675091 | 3127610 | 3675091 |
Largest Losing Trade | -17981 | -11412 | -17981 | -1435055 | -984788 | -1435055 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 11039 | 5166 | 5873 | 11039 | 5166 | 5873 |
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 | 367603 | 219548 | -41057 | -137067 | -583820 | -42418 |
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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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