Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630584.2753 | 445374.433 | 185209.8423 | 2533306.0566 | 648333.1974 | 1884972.8593 |
Total P&L (%) | 630.5843 | 445.3744 | 185.2098 | 2533.3061 | 648.3332 | 1884.9729 |
Avg Daily Profit (%) | 0.3416 | 0.2413 | 0.1003 | 0.1774 | 0.1091 | 0.162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105964 | -69567 | -98788 | -1105629 | -787735 | -610789 |
Profit Factor | 1.7683 | 2.1582 | 1.4246 | 1.4382 | 1.2167 | 1.6758 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 182 | 94 | 88 | 182 | 94 | 88 |
Losing Trades | 209 | 102 | 107 | 209 | 102 | 107 |
Profitability (%) | 46.5473 | 47.9592 | 45.1282 | 46.5473 | 47.9592 | 45.1282 |
Ratio Avg Win / Avg Loss | 2.0306 | 2.3419 | 1.7321 | 1.6515 | 1.3202 | 2.0376 |
Largest Winning Trade | 184502 | 184502 | 69418 | 850568 | 850568 | 656923 |
Largest Losing Trade | -38646 | -38646 | -31680 | -508296 | -508296 | -426367 |
Avg Bars in Trades | 55 | 34 | 76 | 55 | 34 | 76 |
Avg Bars in Winners | 77 | 42 | 115 | 77 | 42 | 115 |
Avg Bars in Losers | 36 | 27 | 45 | 36 | 27 | 45 |
Bars Traded | 21840 | 6828 | 15012 | 21840 | 6828 | 15012 |
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 | 478893 | 423236 | -58487 | 381055 | -47667 | 340509 |
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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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