Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699583.5738 | 633910.0534 | 65673.5204 | 538450.4929 | 418736.2337 | 119714.2591 |
Total P&L (%) | 699.5836 | 633.9101 | 65.6735 | 538.4505 | 418.7362 | 119.7143 |
Avg Daily Profit (%) | 0.3788 | 0.3432 | 0.0356 | 0.1004 | 0.0892 | 0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142396 | -112512 | -83512 | -3334698 | -2420696 | -1875473 |
Profit Factor | 1.7147 | 2.4128 | 1.1239 | 1.0256 | 1.0439 | 1.0104 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Losing Trades | 179 | 94 | 85 | 179 | 94 | 85 |
Profitability (%) | 40.1338 | 37.3333 | 42.953 | 40.1338 | 37.3333 | 42.953 |
Ratio Avg Win / Avg Loss | 2.5578 | 4.05 | 1.4927 | 1.5298 | 1.7523 | 1.3419 |
Largest Winning Trade | 445066 | 445066 | 58674 | 1469191 | 1353040 | 1469191 |
Largest Losing Trade | -22110 | -15451 | -22110 | -647504 | -613897 | -647504 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 121 | 108 | 133 | 121 | 108 | 133 |
Avg Bars in Losers | 40 | 35 | 44 | 40 | 35 | 44 |
Bars Traded | 21794 | 9423 | 12372 | 21794 | 9423 | 12372 |
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 | 379517 | 329869 | -232839 | -252083 | -249734 | -347986 |
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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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