Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096072.431 | 949649.28 | 146423.151 | 2515593.21 | -1099405.508 | 3614998.718 |
Total P&L (%) | 1096.0724 | 949.6493 | 146.4232 | 2515.5932 | -1099.4055 | 3614.9987 |
Avg Daily Profit (%) | 0.4736 | 0.4103 | 0.0633 | 0.1411 | 0 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117464 | -128324 | -169023 | -5612681 | -5443606 | -1891504 |
Profit Factor | 1.7824 | 2.231 | 1.2326 | 1.1181 | 0.9171 | 1.4499 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 237 | 122 | 115 | 237 | 122 | 115 |
Profitability (%) | 30.9038 | 29.0698 | 32.7485 | 30.9038 | 29.0698 | 32.7485 |
Ratio Avg Win / Avg Loss | 3.9851 | 5.4438 | 2.5312 | 2.4998 | 2.2378 | 2.9774 |
Largest Winning Trade | 427167 | 427167 | 44947 | 3617950 | 3617950 | 1310246 |
Largest Losing Trade | -43433 | -43433 | -23443 | -2357945 | -2357945 | -713361 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 56 | 60 | 53 | 56 | 60 | 53 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 8975 | 5003 | 3972 | 8975 | 5003 | 3972 |
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 | 302454 | 101777 | -113754 | -99092 | -589254 | 132632 |
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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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