Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049129.0925 | 902068.4578 | 147060.6347 | 1162745.4283 | 239248.0168 | 923497.4115 |
Total P&L (%) | 1049.1291 | 902.0685 | 147.0606 | 1162.7454 | 239.248 | 923.4974 |
Avg Daily Profit (%) | 0.4539 | 0.3903 | 0.0636 | 0.1098 | 0.0529 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212025 | -146702 | -208846 | -2330907 | -2300379 | -568617 |
Profit Factor | 1.6847 | 2.1176 | 1.2028 | 1.1516 | 1.0516 | 1.3042 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 212 | 112 | 100 | 212 | 112 | 100 |
Profitability (%) | 37.092 | 33.7278 | 40.4762 | 37.092 | 33.7278 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.8572 | 4.1609 | 1.7688 | 1.9531 | 2.0664 | 1.918 |
Largest Winning Trade | 513800 | 513800 | 55247 | 1790292 | 1790292 | 322975 |
Largest Losing Trade | -25455 | -25455 | -17980 | -517515 | -517515 | -243806 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Losers | 21 | 21 | 23 | 21 | 21 | 23 |
Bars Traded | 13704 | 6195 | 7509 | 13704 | 6195 | 7509 |
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 | 365099 | 276933 | -110756 | -101930 | -290944 | -60321 |
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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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