Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425435.6283 | 314112.4271 | 111323.2012 | 681768.3678 | 363177.2054 | 318591.1624 |
Total P&L (%) | 425.4356 | 314.1124 | 111.3232 | 681.7684 | 363.1772 | 318.5912 |
Avg Daily Profit (%) | 0.228 | 0.1684 | 0.0597 | 0.1103 | 0.0822 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112772 | -88868 | -129335 | -1301550 | -1095591 | -442474 |
Profit Factor | 1.3205 | 1.4903 | 1.1621 | 1.0963 | 1.1 | 1.0923 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 211 | 99 | 112 | 211 | 99 | 112 |
Losing Trades | 309 | 161 | 148 | 309 | 161 | 148 |
Profitability (%) | 40.5769 | 38.0769 | 43.0769 | 40.5769 | 38.0769 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.9339 | 2.4235 | 1.5357 | 1.6055 | 1.789 | 1.4434 |
Largest Winning Trade | 71438 | 71438 | 42313 | 554191 | 554191 | 249298 |
Largest Losing Trade | -19561 | -15131 | -19561 | -154169 | -135339 | -154169 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5530 | 3031 | 2499 | 5530 | 3031 | 2499 |
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 | 306417 | 221543 | -155909 | -159524 | -196134 | -211029 |
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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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