Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656741.3726 | 497293.2251 | 159448.1475 | 2744799.2133 | 113531.7377 | 2631267.4756 |
Total P&L (%) | 656.7414 | 497.2932 | 159.4481 | 2744.7992 | 113.5317 | 2631.2675 |
Avg Daily Profit (%) | 0.354 | 0.2681 | 0.086 | 0.1807 | 0.0409 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103157 | -116064 | -75153 | -4963338 | -3789578 | -2086972 |
Profit Factor | 1.3886 | 1.5915 | 1.1877 | 1.0689 | 1.0057 | 1.132 |
Total Trades | 756 | 378 | 378 | 756 | 378 | 378 |
Winning Trades | 249 | 117 | 132 | 249 | 117 | 132 |
Losing Trades | 507 | 261 | 246 | 507 | 261 | 246 |
Profitability (%) | 32.9365 | 30.9524 | 34.9206 | 32.9365 | 30.9524 | 34.9206 |
Ratio Avg Win / Avg Loss | 2.8273 | 3.5503 | 2.2134 | 2.1764 | 2.2435 | 2.1096 |
Largest Winning Trade | 165793 | 165793 | 41934 | 1383976 | 1383976 | 1146512 |
Largest Losing Trade | -13192 | -12858 | -13192 | -659039 | -452600 | -659039 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 22184 | 10534 | 11650 | 22184 | 10534 | 11650 |
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 | 312530 | 196932 | -95583 | -138190 | -357122 | -70813 |
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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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