Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876798.2366 | 704713.5465 | 172084.6902 | 508877.0047 | 84516.4122 | 424360.5926 |
Total P&L (%) | 876.7982 | 704.7135 | 172.0847 | 508.877 | 84.5164 | 424.3606 |
Avg Daily Profit (%) | 0.5955 | 0.4786 | 0.1169 | 0.1228 | 0.0416 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95507 | -147493 | -117527 | -809755 | -872331 | -756280 |
Profit Factor | 1.5767 | 1.8587 | 1.246 | 1.0534 | 1.0164 | 1.0969 |
Total Trades | 614 | 307 | 307 | 614 | 307 | 307 |
Winning Trades | 281 | 128 | 153 | 281 | 128 | 153 |
Losing Trades | 333 | 179 | 154 | 333 | 179 | 154 |
Profitability (%) | 45.7655 | 41.6938 | 49.8371 | 45.7655 | 41.6938 | 49.8371 |
Ratio Avg Win / Avg Loss | 1.8685 | 2.5993 | 1.2541 | 1.2483 | 1.4214 | 1.1041 |
Largest Winning Trade | 624578 | 624578 | 27823 | 723171 | 723171 | 200705 |
Largest Losing Trade | -41335 | -19761 | -41335 | -248277 | -180609 | -248277 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 17542 | 8806 | 8736 | 17542 | 8806 | 8736 |
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 | 581145 | 433588 | -35958 | -188682 | -341714 | -155363 |
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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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