Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037229.4141 | 917245.8317 | 119983.5824 | 1227207.2727 | 492597.7524 | 734609.5202 |
Total P&L (%) | 1037.2294 | 917.2458 | 119.9836 | 1227.2073 | 492.5978 | 734.6095 |
Avg Daily Profit (%) | 0.4492 | 0.3972 | 0.052 | 0.112 | 0.0771 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239426 | -121379 | -193706 | -1216234 | -1332855 | -269616 |
Profit Factor | 1.6512 | 2.0695 | 1.1632 | 1.2326 | 1.1503 | 1.3675 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Profitability (%) | 33.7209 | 33.7209 | 33.7209 | 33.7209 | 33.7209 | 33.7209 |
Ratio Avg Win / Avg Loss | 3.2455 | 4.0677 | 2.2863 | 2.4227 | 2.261 | 2.6879 |
Largest Winning Trade | 441715 | 441715 | 46169 | 1212605 | 1212605 | 261251 |
Largest Losing Trade | -39434 | -39434 | -24799 | -269616 | -228275 | -269616 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 6776 | 3682 | 3093 | 6776 | 3682 | 3093 |
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 | 325460 | 286216 | -169110 | -46467 | -149788 | -73909 |
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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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