Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839231.5699 | 650492.5166 | 188739.0533 | 917574.1971 | 125203.9078 | 792370.2893 |
Total P&L (%) | 839.2316 | 650.4925 | 188.7391 | 917.5742 | 125.2039 | 792.3703 |
Avg Daily Profit (%) | 0.5699 | 0.4418 | 0.1282 | 0.1577 | 0.0551 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97499 | -151055 | -59978 | -1005764 | -1211793 | -518988 |
Profit Factor | 1.714 | 2.0258 | 1.3487 | 1.1105 | 1.0271 | 1.2153 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 102 | 41 | 61 | 102 | 41 | 61 |
Losing Trades | 216 | 118 | 98 | 216 | 118 | 98 |
Profitability (%) | 32.0755 | 25.7862 | 38.3648 | 32.0755 | 25.7862 | 38.3648 |
Ratio Avg Win / Avg Loss | 3.6297 | 5.8305 | 2.1668 | 2.3517 | 2.956 | 1.9525 |
Largest Winning Trade | 523434 | 523434 | 34513 | 771919 | 771919 | 334522 |
Largest Losing Trade | -26846 | -20974 | -26846 | -270534 | -270534 | -240732 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5848 | 2623 | 3225 | 5848 | 2623 | 3225 |
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 | 339049 | -11840 | -24381 | -95195 | -334689 | 95460 |
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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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