Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607565.8814 | 411503.4579 | 196062.4235 | 2096974.471 | 274357.2783 | 1822617.1927 |
Total P&L (%) | 607.5659 | 411.5035 | 196.0624 | 2096.9745 | 274.3573 | 1822.6172 |
Avg Daily Profit (%) | 0.2811 | 0.1904 | 0.0907 | 0.143 | 0.0611 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88422 | -66741 | -83813 | -2544794 | -2311173 | -1148050 |
Profit Factor | 1.4945 | 1.6577 | 1.3252 | 1.0919 | 1.022 | 1.1764 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Losing Trades | 234 | 118 | 116 | 234 | 118 | 116 |
Profitability (%) | 38.4211 | 37.8947 | 38.9474 | 38.4211 | 37.8947 | 38.9474 |
Ratio Avg Win / Avg Loss | 2.3953 | 2.7168 | 2.0773 | 1.7501 | 1.6749 | 1.844 |
Largest Winning Trade | 84314 | 84314 | 46386 | 1118116 | 1118116 | 1031056 |
Largest Losing Trade | -35564 | -35564 | -30082 | -750141 | -750141 | -550136 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 12730 | 6833 | 5897 | 12730 | 6833 | 5897 |
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 | 309528 | 230768 | -74373 | -122489 | -310856 | -39168 |
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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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