Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770596.8966 | 532749.1362 | 237847.7604 | 5398254.5104 | 3022882.3251 | 2375372.1853 |
Total P&L (%) | 770.5969 | 532.7491 | 237.8478 | 5398.2545 | 3022.8823 | 2375.3722 |
Avg Daily Profit (%) | 0.337 | 0.233 | 0.104 | 0.1754 | 0.1506 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86693 | -123511 | -105850 | -1052006 | -1233277 | -848512 |
Profit Factor | 1.6113 | 1.808 | 1.3956 | 1.4229 | 1.4394 | 1.4037 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 37.6176 | 36.25 | 38.9937 | 37.6176 | 36.25 | 38.9937 |
Ratio Avg Win / Avg Loss | 2.672 | 3.1796 | 2.1834 | 2.3597 | 2.5313 | 2.1961 |
Largest Winning Trade | 134514 | 134514 | 58680 | 1817681 | 1817681 | 770237 |
Largest Losing Trade | -26069 | -24958 | -26069 | -447139 | -447139 | -356294 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 9012 | 4797 | 4215 | 9012 | 4797 | 4215 |
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 | 338009 | 250654 | -56071 | 248544 | 175518 | -7048 |
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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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