Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742741.7294 | 457693.9649 | 285047.7644 | 3795291.2142 | 1450337.7811 | 2344953.4332 |
Total P&L (%) | 742.7417 | 457.694 | 285.0478 | 3795.2912 | 1450.3378 | 2344.9534 |
Avg Daily Profit (%) | 0.4087 | 0.2519 | 0.1569 | 0.2017 | 0.1509 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103591 | -94287 | -33984 | -9900923 | -8600003 | -3707739 |
Profit Factor | 1.7792 | 1.8342 | 1.7045 | 1.0752 | 1.0509 | 1.1067 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 167 | 74 | 93 | 167 | 74 | 93 |
Losing Trades | 237 | 128 | 109 | 237 | 128 | 109 |
Profitability (%) | 41.3366 | 36.6337 | 46.0396 | 41.3366 | 36.6337 | 46.0396 |
Ratio Avg Win / Avg Loss | 2.525 | 3.1727 | 1.9978 | 1.5259 | 1.8178 | 1.2971 |
Largest Winning Trade | 325315 | 325315 | 69684 | 5663806 | 5663806 | 1750759 |
Largest Losing Trade | -22685 | -22685 | -11957 | -1836702 | -1836702 | -1632592 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 7147 | 3523 | 3625 | 7147 | 3523 | 3625 |
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 | 439784 | 256550 | 349990 | -129625 | -160209 | -96127 |
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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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