Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625841.5423 | 451863.0165 | 173978.5258 | 2447306.0901 | 1727188.8839 | 720117.2062 |
Total P&L (%) | 625.8415 | 451.863 | 173.9785 | 2447.3061 | 1727.1889 | 720.1172 |
Avg Daily Profit (%) | 0.3509 | 0.2533 | 0.0975 | 0.1817 | 0.163 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99349 | -76308 | -116853 | -2739218 | -2701598 | -3001799 |
Profit Factor | 1.462 | 1.7073 | 1.2431 | 1.1009 | 1.1457 | 1.058 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Profitability (%) | 38.6486 | 38.3784 | 38.9189 | 38.6486 | 38.3784 | 38.9189 |
Ratio Avg Win / Avg Loss | 2.3208 | 2.7413 | 1.9509 | 1.7475 | 1.8396 | 1.6605 |
Largest Winning Trade | 81685 | 81685 | 54000 | 1072704 | 998076 | 1072704 |
Largest Losing Trade | -27410 | -21352 | -27410 | -747921 | -542576 | -747921 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5255 | 2704 | 2551 | 5255 | 2704 | 2551 |
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 | 335158 | 269413 | -65524 | -102782 | -55244 | -194195 |
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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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