Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627510.3394 | 417881.4813 | 209628.8581 | 3058176.3468 | 851745.6465 | 2206430.7003 |
Total P&L (%) | 627.5103 | 417.8815 | 209.6289 | 3058.1763 | 851.7456 | 2206.4307 |
Avg Daily Profit (%) | 0.2638 | 0.1757 | 0.0881 | 0.1453 | 0.0948 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113130 | -135097 | -55065 | -2950387 | -2312362 | -2053449 |
Profit Factor | 1.5511 | 1.7233 | 1.3738 | 1.1833 | 1.0963 | 1.2814 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
Losing Trades | 258 | 137 | 121 | 258 | 137 | 121 |
Profitability (%) | 37.8313 | 34.1346 | 41.5459 | 37.8313 | 34.1346 | 41.5459 |
Ratio Avg Win / Avg Loss | 2.549 | 3.3251 | 1.9329 | 1.9445 | 2.1154 | 1.8028 |
Largest Winning Trade | 168334 | 168334 | 42553 | 2836066 | 2836066 | 1384826 |
Largest Losing Trade | -24645 | -24645 | -19802 | -992680 | -477768 | -992680 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 7069 | 3896 | 3174 | 7069 | 3896 | 3174 |
Profit Streak | 0 | 0 | 130.9809 | 0 | 0 | 130.9809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324987 | 191539 | -75569 | -18827 | -184880 | -17193 |
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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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