Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525488.1465 | 471743.9582 | 53744.1883 | 365784.6839 | 5214.1674 | 360570.5165 |
Total P&L (%) | 525.4881 | 471.744 | 53.7442 | 365.7847 | 5.2142 | 360.5705 |
Avg Daily Profit (%) | 0.2833 | 0.2543 | 0.029 | 0.083 | 0.0027 | 0.0824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172618 | -131559 | -123853 | -2879043 | -2078695 | -1614654 |
Profit Factor | 1.4698 | 1.8952 | 1.0908 | 1.0254 | 1.0008 | 1.0481 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 43.1298 | 39.6947 | 46.5649 | 43.1298 | 39.6947 | 46.5649 |
Ratio Avg Win / Avg Loss | 1.938 | 2.8793 | 1.2518 | 1.3521 | 1.5204 | 1.2027 |
Largest Winning Trade | 282902 | 282902 | 44869 | 1188758 | 1188758 | 581664 |
Largest Losing Trade | -25565 | -25565 | -25016 | -571190 | -520647 | -571190 |
Avg Bars in Trades | 83 | 78 | 89 | 83 | 78 | 89 |
Avg Bars in Winners | 113 | 105 | 120 | 113 | 105 | 120 |
Avg Bars in Losers | 61 | 59 | 62 | 61 | 59 | 62 |
Bars Traded | 21947 | 10221 | 11726 | 21947 | 10221 | 11726 |
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 | 348510 | 268881 | -277410 | -276045 | -577729 | -252132 |
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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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