Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873961.1708 | 674320.9924 | 199640.1784 | 1207850.7116 | 215256.4355 | 992594.2761 |
Total P&L (%) | 873.9612 | 674.321 | 199.6402 | 1207.8507 | 215.2564 | 992.5943 |
Avg Daily Profit (%) | 0.5936 | 0.458 | 0.1356 | 0.1748 | 0.078 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74989 | -122943 | -57359 | -1673336 | -1416810 | -994270 |
Profit Factor | 1.7137 | 2.0428 | 1.3455 | 1.1209 | 1.0395 | 1.2182 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 114 | 46 | 68 | 114 | 46 | 68 |
Losing Trades | 236 | 129 | 107 | 236 | 129 | 107 |
Profitability (%) | 32.5714 | 26.2857 | 38.8571 | 32.5714 | 26.2857 | 38.8571 |
Ratio Avg Win / Avg Loss | 3.5477 | 5.7287 | 2.1172 | 2.3204 | 2.9152 | 1.9169 |
Largest Winning Trade | 540389 | 540389 | 35963 | 844648 | 844648 | 444277 |
Largest Losing Trade | -16825 | -16825 | -16531 | -434790 | -434790 | -263768 |
Avg Bars in Trades | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Winners | 104 | 97 | 109 | 104 | 97 | 109 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 17526 | 7334 | 10192 | 17526 | 7334 | 10192 |
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 | 349250 | -9661 | -14524 | -83569 | -288494 | 159854 |
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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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