Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606162.0311 | 460269.6372 | 145892.3939 | 1874063.9071 | 634702.0572 | 1239361.85 |
Total P&L (%) | 606.162 | 460.2696 | 145.8924 | 1874.0639 | 634.7021 | 1239.3619 |
Avg Daily Profit (%) | 0.3255 | 0.2472 | 0.0783 | 0.1603 | 0.1071 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91798 | -85408 | -62699 | -1596132 | -1010323 | -721321 |
Profit Factor | 1.7162 | 1.9752 | 1.3897 | 1.2855 | 1.1748 | 1.4224 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 190 | 91 | 99 | 190 | 91 | 99 |
Losing Trades | 250 | 129 | 121 | 250 | 129 | 121 |
Profitability (%) | 43.1818 | 41.3636 | 45 | 43.1818 | 41.3636 | 45 |
Ratio Avg Win / Avg Loss | 2.2582 | 2.8 | 1.6985 | 1.6914 | 1.6654 | 1.7385 |
Largest Winning Trade | 239446 | 239446 | 43660 | 999427 | 999427 | 736115 |
Largest Losing Trade | -30485 | -30485 | -14234 | -297156 | -259061 | -297156 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 79 | 73 | 84 | 79 | 73 | 84 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 22097 | 10154 | 11943 | 22097 | 10154 | 11943 |
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 | 432400 | 324499 | -87955 | 304302 | -79388 | -5884 |
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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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