Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576448.402 | 490947.5644 | 85500.8376 | 279035.6723 | 15805725.6251 | -15526689.9527 |
Total P&L (%) | 576.4484 | 490.9476 | 85.5008 | 279.0357 | 15805.7256 | -15526.69 |
Avg Daily Profit (%) | 0.2303 | 0.1961 | 0.0342 | 0.0532 | 0.2027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315545 | -162358 | -200835 | -22571381 | -5373067 | -17611317 |
Profit Factor | 1.3484 | 1.6424 | 1.096 | 1.006 | 2.0944 | 0.5173 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Losing Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Profitability (%) | 54.4959 | 54.6448 | 54.3478 | 54.4959 | 54.6448 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.1259 | 1.3632 | 0.9207 | 0.84 | 1.7384 | 0.4345 |
Largest Winning Trade | 117905 | 117905 | 55755 | 5564918 | 5564918 | 3970588 |
Largest Losing Trade | -71426 | -30730 | -71426 | -16191840 | -2504906 | -16191840 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4946 | 2463 | 2483 | 4946 | 2463 | 2483 |
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 | 412407 | 391310 | -262552 | -334636 | 479745 | -579528 |
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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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