Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922498.3327 | 731405.9969 | 191092.3358 | 784373.8233 | 264472.2347 | 519901.5886 |
Total P&L (%) | 922.4983 | 731.406 | 191.0923 | 784.3738 | 264.4722 | 519.9016 |
Avg Daily Profit (%) | 0.6232 | 0.4941 | 0.1291 | 0.1474 | 0.0874 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84137 | -141550 | -63802 | -1309482 | -1399072 | -554510 |
Profit Factor | 1.7375 | 2.1009 | 1.3258 | 1.0903 | 1.059 | 1.1236 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 137 | 56 | 81 | 137 | 56 | 81 |
Losing Trades | 246 | 135 | 111 | 246 | 135 | 111 |
Profitability (%) | 35.7702 | 29.3194 | 42.1875 | 35.7702 | 29.3194 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.1198 | 5.0646 | 1.8168 | 1.9577 | 2.5529 | 1.5398 |
Largest Winning Trade | 629502 | 629502 | 42231 | 755786 | 755786 | 313323 |
Largest Losing Trade | -26293 | -20654 | -26293 | -319798 | -319798 | -196593 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 4404 | 2131 | 2273 | 4404 | 2131 | 2273 |
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 | 420994 | 161671 | -21646 | -119296 | -240857 | -113718 |
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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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