Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733791.0173 | 514399.1705 | 219391.8468 | 8804095.1267 | -907585.8649 | 9711680.9916 |
Total P&L (%) | 733.791 | 514.3992 | 219.3918 | 8804.0951 | -907.5859 | 9711.681 |
Avg Daily Profit (%) | 0.3957 | 0.2774 | 0.1183 | 0.2424 | 0 | 0.2476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78802 | -100019 | -68342 | -10859375 | -13388482 | -6964443 |
Profit Factor | 1.5573 | 1.7608 | 1.3424 | 1.0732 | 0.9856 | 1.1689 |
Total Trades | 609 | 305 | 304 | 609 | 305 | 304 |
Winning Trades | 203 | 95 | 108 | 203 | 95 | 108 |
Losing Trades | 406 | 210 | 196 | 406 | 210 | 196 |
Profitability (%) | 33.3333 | 31.1475 | 35.5263 | 33.3333 | 31.1475 | 35.5263 |
Ratio Avg Win / Avg Loss | 3.1145 | 3.8923 | 2.4363 | 2.1463 | 2.1786 | 2.1213 |
Largest Winning Trade | 137306 | 137306 | 44144 | 4271428 | 4271428 | 3192265 |
Largest Losing Trade | -19255 | -19255 | -16032 | -3008341 | -3008341 | -1465112 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7388 | 3459 | 3929 | 7388 | 3459 | 3929 |
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 | 340391 | 216847 | -37932 | -133568 | -584014 | -29546 |
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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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