Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592391.1114 | 448618.5816 | 143772.5298 | 1251108.671 | 800123.902 | 450984.769 |
Total P&L (%) | 592.3911 | 448.6186 | 143.7725 | 1251.1087 | 800.1239 | 450.9848 |
Avg Daily Profit (%) | 0.3344 | 0.2532 | 0.0812 | 0.1471 | 0.1241 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155271 | -72936 | -181369 | -1372180 | -859232 | -841667 |
Profit Factor | 1.3571 | 1.5538 | 1.1694 | 1.1444 | 1.1904 | 1.101 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Losing Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Profitability (%) | 45.2555 | 45.6311 | 44.878 | 45.2555 | 45.6311 | 44.878 |
Ratio Avg Win / Avg Loss | 1.6416 | 1.8514 | 1.4363 | 1.3843 | 1.4183 | 1.3524 |
Largest Winning Trade | 83945 | 83945 | 59605 | 728230 | 728230 | 404308 |
Largest Losing Trade | -33843 | -33843 | -25204 | -399987 | -269641 | -399987 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5228 | 2351 | 2877 | 5228 | 2351 | 2877 |
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 | 407196 | 357249 | -120037 | -57458 | -38916 | -174904 |
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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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