Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998005.8796 | 896201.4762 | 101804.4034 | 375627.8935 | 105132.3815 | 270495.5119 |
Total P&L (%) | 998.0059 | 896.2015 | 101.8044 | 375.6279 | 105.1324 | 270.4955 |
Avg Daily Profit (%) | 0.4311 | 0.3871 | 0.044 | 0.0674 | 0.031 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175840 | -138874 | -264398 | -286035 | -382912 | -118611 |
Profit Factor | 1.5002 | 1.8839 | 1.1038 | 1.159 | 1.082 | 1.2503 |
Total Trades | 632 | 316 | 316 | 632 | 316 | 316 |
Winning Trades | 198 | 89 | 109 | 198 | 89 | 109 |
Losing Trades | 434 | 227 | 207 | 434 | 227 | 207 |
Profitability (%) | 31.3291 | 28.1646 | 34.4937 | 31.3291 | 28.1646 | 34.4937 |
Ratio Avg Win / Avg Loss | 3.2884 | 4.8049 | 2.0961 | 2.5405 | 2.7598 | 2.3744 |
Largest Winning Trade | 554022 | 554022 | 52222 | 353006 | 353006 | 88450 |
Largest Losing Trade | -23542 | -23542 | -18920 | -75833 | -75833 | -65161 |
Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Winners | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 13774 | 6462 | 7312 | 13774 | 6462 | 7312 |
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 | 314998 | -1279 | -244108 | -151145 | -295090 | -121123 |
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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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