Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593235.6901 | 466323.8575 | 126911.8326 | 1349223.9529 | 745830.515 | 603393.4379 |
Total P&L (%) | 593.2357 | 466.3239 | 126.9118 | 1349.224 | 745.8305 | 603.3934 |
Avg Daily Profit (%) | 0.3211 | 0.2524 | 0.0687 | 0.1448 | 0.1156 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126522 | -102121 | -94066 | -4192107 | -2774898 | -2902552 |
Profit Factor | 1.2935 | 1.4805 | 1.1208 | 1.0297 | 1.0335 | 1.026 |
Total Trades | 903 | 452 | 451 | 903 | 452 | 451 |
Winning Trades | 401 | 203 | 198 | 401 | 203 | 198 |
Losing Trades | 502 | 249 | 253 | 502 | 249 | 253 |
Profitability (%) | 44.4075 | 44.9115 | 43.9024 | 44.4075 | 44.9115 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.6193 | 1.8159 | 1.4321 | 1.289 | 1.2678 | 1.311 |
Largest Winning Trade | 156899 | 156899 | 37338 | 1189579 | 1189579 | 813995 |
Largest Losing Trade | -25589 | -23329 | -25589 | -966260 | -568855 | -966260 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7362 | 3647 | 3714 | 7362 | 3647 | 3714 |
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 | 484684 | 376995 | -189167 | -183955 | -221746 | -243775 |
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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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