Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814829.0879 | 643501.0444 | 171328.0435 | 638677.7378 | 276565.1142 | 362112.6236 |
Total P&L (%) | 814.8291 | 643.501 | 171.328 | 638.6777 | 276.5651 | 362.1126 |
Avg Daily Profit (%) | 0.5503 | 0.4346 | 0.1157 | 0.1351 | 0.0896 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169387 | -143580 | -65426 | -4240909 | -3661775 | -1192882 |
Profit Factor | 2.125 | 2.4245 | 1.6286 | 1.0548 | 1.0372 | 1.0859 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 51 | 17 | 34 | 51 | 17 | 34 |
Losing Trades | 106 | 62 | 44 | 106 | 62 | 44 |
Profitability (%) | 32.4841 | 21.519 | 43.5897 | 32.4841 | 21.519 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.4167 | 8.8424 | 2.1076 | 2.1923 | 3.7827 | 1.4053 |
Largest Winning Trade | 461114 | 461114 | 68047 | 2742174 | 2742174 | 775120 |
Largest Losing Trade | -25074 | -25074 | -22536 | -874021 | -874021 | -513405 |
Avg Bars in Trades | 110 | 88 | 133 | 110 | 88 | 133 |
Avg Bars in Winners | 207 | 193 | 214 | 207 | 193 | 214 |
Avg Bars in Losers | 64 | 59 | 71 | 64 | 59 | 71 |
Bars Traded | 17416 | 6995 | 10421 | 17416 | 6995 | 10421 |
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 | 327033 | -57452 | -72393 | -177318 | -323983 | -217902 |
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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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