Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703687.2824 | 360853.6427 | 342833.6398 | 7426796.0075 | 235392.4672 | 7191403.5403 |
Total P&L (%) | 703.6873 | 360.8536 | 342.8336 | 7426.796 | 235.3925 | 7191.4035 |
Avg Daily Profit (%) | 0.386 | 0.1979 | 0.1881 | 0.2373 | 0.0664 | 0.2356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85626 | -102320 | -75939 | -4121263 | -5984721 | -4120203 |
Profit Factor | 1.7911 | 1.7509 | 1.8383 | 1.2053 | 1.0119 | 1.439 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 33.1361 | 28.4024 | 37.8698 | 33.1361 | 28.4024 | 37.8698 |
Ratio Avg Win / Avg Loss | 3.6141 | 4.4136 | 3.016 | 2.4321 | 2.5508 | 2.3608 |
Largest Winning Trade | 111420 | 111420 | 48318 | 3277429 | 3277429 | 2515515 |
Largest Losing Trade | -25657 | -25657 | -14746 | -2597653 | -2597653 | -910129 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 5380 | 2856 | 2524 | 5380 | 2856 | 2524 |
Profit Streak | 0 | 0 | 25.9396 | 0 | 0 | 25.9396 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306412 | -3288 | 267822 | 160545 | -324817 | 245452 |
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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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