Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986234.8846 | 597651.9609 | 388582.9237 | 42598763.8878 | 36986593.3434 | 5612170.5445 |
Total P&L (%) | 986.2349 | 597.652 | 388.5829 | 42598.7639 | 36986.5933 | 5612.1705 |
Avg Daily Profit (%) | 0.5158 | 0.3126 | 0.2032 | 0.3173 | 0.3099 | 0.2118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121328 | -78160 | -85464 | -123885510 | -49860343 | -107101527 |
Profit Factor | 1.8676 | 2.1974 | 1.6094 | 1.1093 | 1.2217 | 1.0252 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 60.0775 | 55.814 | 64.3411 | 60.0775 | 55.814 | 64.3411 |
Ratio Avg Win / Avg Loss | 1.2411 | 1.7396 | 0.892 | 0.7372 | 0.9672 | 0.5682 |
Largest Winning Trade | 80362 | 80362 | 36171 | 33953887 | 33953887 | 17550991 |
Largest Losing Trade | -63621 | -33690 | -63621 | -74673317 | -29022560 | -74673317 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3694 | 1847 | 1847 | 3694 | 1847 | 1847 |
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 | 579763 | 504023 | 354325 | -89984 | 278460 | -184431 |
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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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