Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761968.834 | 531014.7994 | 230954.0347 | 2413246.7712 | 754934.3873 | 1658312.3839 |
Total P&L (%) | 761.9688 | 531.0148 | 230.954 | 2413.2468 | 754.9344 | 1658.3124 |
Avg Daily Profit (%) | 0.5175 | 0.3606 | 0.1568 | 0.2192 | 0.1458 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87199 | -113607 | -68453 | -6081780 | -5297126 | -4014990 |
Profit Factor | 1.5877 | 1.7859 | 1.3719 | 1.0735 | 1.0426 | 1.1096 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 267 | 141 | 126 | 267 | 141 | 126 |
Profitability (%) | 35.0365 | 31.5534 | 38.5366 | 35.0365 | 31.5534 | 38.5366 |
Ratio Avg Win / Avg Loss | 2.9438 | 3.8741 | 2.1881 | 1.9904 | 2.2616 | 1.7698 |
Largest Winning Trade | 315595 | 315595 | 39109 | 2444886 | 2444886 | 969710 |
Largest Losing Trade | -26466 | -20662 | -26466 | -977294 | -674727 | -977294 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 8705 | 4588 | 4117 | 8705 | 4588 | 4117 |
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 | 371193 | 231286 | 188065 | -133784 | -176868 | -94473 |
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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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