Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999735.0681 | 794959.2805 | 204775.7875 | 4589606.9231 | 1028551.8481 | 3561055.075 |
Total P&L (%) | 999.7351 | 794.9593 | 204.7758 | 4589.6069 | 1028.5518 | 3561.0551 |
Avg Daily Profit (%) | 0.4126 | 0.3281 | 0.0845 | 0.1589 | 0.1001 | 0.1487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91421 | -84200 | -122686 | -6729314 | -5837083 | -2224851 |
Profit Factor | 1.8554 | 2.3072 | 1.3653 | 1.12 | 1.0493 | 1.2048 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
Losing Trades | 162 | 90 | 72 | 162 | 90 | 72 |
Profitability (%) | 36.2205 | 29.1339 | 43.3071 | 36.2205 | 29.1339 | 43.3071 |
Ratio Avg Win / Avg Loss | 3.2671 | 5.6121 | 1.7872 | 1.9721 | 2.5523 | 1.5772 |
Largest Winning Trade | 406589 | 406589 | 41232 | 4501201 | 4501201 | 2211147 |
Largest Losing Trade | -22346 | -22285 | -22346 | -1285417 | -1285417 | -993428 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 34 | 40 | 30 | 34 | 40 | 30 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4798 | 2353 | 2445 | 4798 | 2353 | 2445 |
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 | 346462 | 71676 | -81070 | -83500 | -235687 | 142134 |
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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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