Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903952.2767 | 665954.8209 | 237997.4558 | 3406806.3097 | -1227100.2599 | 4633906.5695 |
Total P&L (%) | 903.9523 | 665.9548 | 237.9975 | 3406.8063 | -1227.1003 | 4633.9066 |
Avg Daily Profit (%) | 0.4874 | 0.3591 | 0.1283 | 0.192 | 0 | 0.2082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248202 | -177301 | -167065 | -6397103 | -5796470 | -2072197 |
Profit Factor | 1.6465 | 2.0033 | 1.324 | 1.1362 | 0.9149 | 1.4376 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 55.7312 | 51.1811 | 60.3175 | 55.7312 | 51.1811 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.3078 | 1.9108 | 0.8711 | 0.9025 | 0.8727 | 0.9458 |
Largest Winning Trade | 146269 | 146269 | 54011 | 1423941 | 1205978 | 1423941 |
Largest Losing Trade | -68046 | -52360 | -68046 | -2425711 | -2425711 | -1317285 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 7359 | 3434 | 3925 | 7359 | 3434 | 3925 |
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 | 534446 | 483045 | -22011 | -62079 | -580564 | 305408 |
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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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