Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016435.1383 | 917468.3142 | 98966.8241 | 885862.0651 | 318947.458 | 566914.6071 |
Total P&L (%) | 1016.4351 | 917.4683 | 98.9668 | 885.8621 | 318.9475 | 566.9146 |
Avg Daily Profit (%) | 0.4404 | 0.3975 | 0.0429 | 0.0992 | 0.0621 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136235 | -158401 | -163314 | -1879704 | -1831920 | -871160 |
Profit Factor | 1.8026 | 2.3176 | 1.1736 | 1.1059 | 1.0644 | 1.166 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 34.2857 | 29.2683 | 39.3443 | 34.2857 | 29.2683 | 39.3443 |
Ratio Avg Win / Avg Loss | 3.455 | 5.6009 | 1.8093 | 2.1197 | 2.5724 | 1.7977 |
Largest Winning Trade | 473154 | 473154 | 60530 | 1485888 | 1485888 | 687003 |
Largest Losing Trade | -38060 | -38060 | -29574 | -493554 | -493554 | -337663 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 34 | 42 | 28 | 34 | 42 | 28 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 4507 | 2533 | 1974 | 4507 | 2533 | 1974 |
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 | 322570 | 114717 | -168199 | -167576 | -269496 | -123591 |
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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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