Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444307.7453 | 270959.2643 | 173348.481 | 2354266.9197 | 1958437.4992 | 395829.4205 |
Total P&L (%) | 444.3077 | 270.9593 | 173.3485 | 2354.2669 | 1958.4375 | 395.8294 |
Avg Daily Profit (%) | 0.4265 | 0.2601 | 0.1664 | 0.3077 | 0.2908 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46619 | -42745 | -55984 | -640356 | -342004 | -602937 |
Profit Factor | 1.7526 | 2.0147 | 1.5362 | 1.4705 | 1.9461 | 1.1349 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Profitability (%) | 36.3036 | 31.7881 | 40.7895 | 36.3036 | 31.7881 | 40.7895 |
Ratio Avg Win / Avg Loss | 3.0751 | 4.3231 | 2.23 | 2.58 | 4.176 | 1.6474 |
Largest Winning Trade | 64543 | 64543 | 29722 | 752486 | 752486 | 547465 |
Largest Losing Trade | -15719 | -11522 | -15719 | -362327 | -228801 | -362327 |
Avg Bars in Trades | 82 | 76 | 87 | 82 | 76 | 87 |
Avg Bars in Winners | 158 | 149 | 166 | 158 | 149 | 166 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 24865 | 11618 | 13247 | 24865 | 11618 | 13247 |
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 | 328983 | 184205 | 238737 | 268319 | 203873 | -67132 |
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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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