Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601662.8211 | 476376.8579 | 125285.9632 | 1533460.234 | 786841.1208 | 746619.1132 |
Total P&L (%) | 601.6628 | 476.3769 | 125.286 | 1533.4602 | 786.8411 | 746.6191 |
Avg Daily Profit (%) | 0.324 | 0.2565 | 0.0675 | 0.1505 | 0.1176 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139268 | -100833 | -146766 | -4413134 | -2904971 | -1645932 |
Profit Factor | 1.4251 | 1.7652 | 1.158 | 1.0735 | 1.0783 | 1.0691 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Losing Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Profitability (%) | 50.9524 | 50.9524 | 50.9524 | 50.9524 | 50.9524 | 50.9524 |
Ratio Avg Win / Avg Loss | 1.3718 | 1.6992 | 1.1148 | 1.0334 | 1.038 | 1.0291 |
Largest Winning Trade | 153838 | 153838 | 47814 | 1190046 | 768248 | 1190046 |
Largest Losing Trade | -39476 | -24338 | -39476 | -756394 | -751099 | -756394 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 22086 | 11264 | 10822 | 22086 | 11264 | 10822 |
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 | 441517 | 436253 | -148869 | -129708 | -169319 | -182824 |
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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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