Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743974.5931 | 449596.4485 | 294378.1446 | 3676850.9801 | -29999.3939 | 3706850.374 |
Total P&L (%) | 743.9746 | 449.5964 | 294.3781 | 3676.851 | -29.9994 | 3706.8504 |
Avg Daily Profit (%) | 0.4101 | 0.2478 | 0.1623 | 0.2004 | -0.0197 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65266 | -66834 | -35361 | -3715733 | -3418178 | -1215877 |
Profit Factor | 1.7774 | 1.8591 | 1.6789 | 1.1574 | 0.9977 | 1.3515 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 248 | 132 | 116 | 248 | 132 | 116 |
Profitability (%) | 31.1111 | 26.6667 | 35.5556 | 31.1111 | 26.6667 | 35.5556 |
Ratio Avg Win / Avg Loss | 3.9357 | 5.1125 | 3.0429 | 2.5628 | 2.7436 | 2.4496 |
Largest Winning Trade | 330701 | 330701 | 55558 | 1939292 | 1939292 | 1585206 |
Largest Losing Trade | -13344 | -13344 | -12109 | -538692 | -538692 | -450250 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 10813 | 4897 | 5916 | 10813 | 4897 | 5916 |
Profit Streak | 13.681 | 0 | 16.8477 | 13.681 | 0 | 16.8477 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300278 | -10245 | 209549 | -43105 | -599804 | 176260 |
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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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