Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879818.7426 | 686713.8274 | 193104.9152 | 823751.1151 | 121990.8457 | 701760.2694 |
Total P&L (%) | 879.8187 | 686.7138 | 193.1049 | 823.7511 | 121.9908 | 701.7603 |
Avg Daily Profit (%) | 0.5973 | 0.4662 | 0.1311 | 0.151 | 0.0542 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77887 | -145504 | -74682 | -1295346 | -1208412 | -760529 |
Profit Factor | 1.8051 | 2.1566 | 1.387 | 1.1032 | 1.0271 | 1.2015 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 98 | 37 | 61 | 98 | 37 | 61 |
Losing Trades | 212 | 118 | 94 | 212 | 118 | 94 |
Profitability (%) | 31.6129 | 23.871 | 39.3548 | 31.6129 | 23.871 | 39.3548 |
Ratio Avg Win / Avg Loss | 3.9049 | 6.8777 | 2.1373 | 2.3865 | 3.2756 | 1.8515 |
Largest Winning Trade | 603531 | 603531 | 34753 | 757678 | 757678 | 439743 |
Largest Losing Trade | -30805 | -17237 | -30805 | -280770 | -280770 | -238667 |
Avg Bars in Trades | 9 | 7 | 10 | 9 | 7 | 10 |
Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 2918 | 1220 | 1698 | 2918 | 1220 | 1698 |
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 | 345816 | -19841 | -19890 | -103545 | -344462 | -6841 |
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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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