Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394111.1935 | 1584414.1054 | -190302.9119 | -98776.1707 | 240019.2232 | -338795.3938 |
Total P&L (%) | 1394.1112 | 1584.4141 | -190.3029 | -98.7762 | 240.0192 | -338.7954 |
Avg Daily Profit (%) | 0.5845 | 0.6643 | -0.0798 | -0.1845 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284264 | -159870 | -263321 | -694948 | -366550 | -384670 |
Profit Factor | 1.8295 | 2.6249 | 0.7303 | 0.9124 | 1.3816 | 0.3202 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 176 | 91 | 85 | 176 | 91 | 85 |
Profitability (%) | 30.7087 | 28.3465 | 33.0709 | 30.7087 | 28.3465 | 33.0709 |
Ratio Avg Win / Avg Loss | 4.128 | 6.6353 | 1.4781 | 2.0587 | 3.4924 | 0.6479 |
Largest Winning Trade | 1201975 | 1201975 | 76056 | 642701 | 642701 | 39520 |
Largest Losing Trade | -80897 | -53454 | -80897 | -167629 | -167629 | -146214 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 64 | 95 | 37 | 64 | 95 | 37 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 9410 | 5977 | 3433 | 9410 | 5977 | 3433 |
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 | 310397 | 62275 | -585634 | -584173 | -137959 | -587300 |
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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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