Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987082.1242 | 835427.3175 | 151654.8067 | 1299500.9646 | 132777.2975 | 1166723.6672 |
Total P&L (%) | 987.0821 | 835.4273 | 151.6548 | 1299.501 | 132.7773 | 1166.7237 |
Avg Daily Profit (%) | 0.4268 | 0.3612 | 0.0656 | 0.1142 | 0.0365 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183776 | -119512 | -245291 | -1229809 | -1312834 | -615671 |
Profit Factor | 1.5566 | 1.8764 | 1.1849 | 1.2096 | 1.0351 | 1.4835 |
Total Trades | 477 | 239 | 238 | 477 | 239 | 238 |
Winning Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Losing Trades | 320 | 166 | 154 | 320 | 166 | 154 |
Profitability (%) | 32.914 | 30.5439 | 35.2941 | 32.914 | 30.5439 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.1727 | 4.2668 | 2.1724 | 2.4654 | 2.3537 | 2.7197 |
Largest Winning Trade | 417051 | 417051 | 53384 | 1054788 | 1054788 | 355263 |
Largest Losing Trade | -33197 | -33197 | -18350 | -284257 | -284257 | -182203 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 9137 | 5039 | 4098 | 9137 | 5039 | 4098 |
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 | 319157 | 229824 | -126115 | -43409 | -331525 | -48366 |
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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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