Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502137.0999 | 293601.3138 | 208535.7861 | 1673673.739 | 1407275.1829 | 266398.5561 |
Total P&L (%) | 502.1371 | 293.6013 | 208.5358 | 1673.6737 | 1407.2752 | 266.3986 |
Avg Daily Profit (%) | 0.2966 | 0.1734 | 0.1232 | 0.17 | 0.1604 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66223 | -94142 | -51317 | -1802061 | -631242 | -1470204 |
Profit Factor | 1.5641 | 1.6507 | 1.475 | 1.3093 | 1.5589 | 1.0921 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 205 | 108 | 97 | 205 | 108 | 97 |
Profitability (%) | 36.7284 | 33.3333 | 40.1235 | 36.7284 | 33.3333 | 40.1235 |
Ratio Avg Win / Avg Loss | 2.6944 | 3.3014 | 2.2012 | 2.2555 | 3.1179 | 1.6297 |
Largest Winning Trade | 76149 | 76149 | 48533 | 1099305 | 1099305 | 588981 |
Largest Losing Trade | -23519 | -17739 | -23519 | -299384 | -299384 | -267592 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 6695 | 3215 | 3480 | 6695 | 3215 | 3480 |
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 | 305383 | 165942 | -29578 | 210387 | 164370 | -211894 |
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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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