Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735218.564 | 536017.9748 | 199200.5892 | 1396933.1917 | 890397.0516 | 506536.1401 |
Total P&L (%) | 735.2186 | 536.018 | 199.2006 | 1396.9332 | 890.3971 | 506.5361 |
Avg Daily Profit (%) | 0.4993 | 0.364 | 0.1353 | 0.1839 | 0.1558 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103857 | -97524 | -77362 | -1659034 | -1519442 | -820162 |
Profit Factor | 1.7006 | 1.9927 | 1.391 | 1.1247 | 1.1491 | 1.0968 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 158 | 66 | 92 | 158 | 66 | 92 |
Losing Trades | 203 | 115 | 88 | 203 | 115 | 88 |
Profitability (%) | 43.7673 | 36.4641 | 51.1111 | 43.7673 | 36.4641 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.185 | 3.4721 | 1.3306 | 1.445 | 2.0023 | 1.0491 |
Largest Winning Trade | 282716 | 282716 | 65365 | 1476537 | 1476537 | 793773 |
Largest Losing Trade | -43948 | -22607 | -43948 | -382921 | -360617 | -382921 |
Avg Bars in Trades | 48 | 36 | 60 | 48 | 36 | 60 |
Avg Bars in Winners | 74 | 57 | 87 | 74 | 57 | 87 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 17442 | 6555 | 10887 | 17442 | 6555 | 10887 |
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 | 478154 | 300752 | -11250 | -75988 | -52577 | -142549 |
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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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