Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541383.8883 | 446288.315 | 95095.5733 | 582496.7712 | 1719845.4027 | -1137348.6314 |
Total P&L (%) | 541.3839 | 446.2883 | 95.0956 | 582.4968 | 1719.8454 | -1137.3486 |
Avg Daily Profit (%) | 0.2871 | 0.2367 | 0.0504 | 0.1019 | 0.154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4679249 | -2608418 | -2911324 |
Profit Factor | 1.3675 | 1.5755 | 1.1363 | 1.0257 | 1.1551 | 0.9019 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 280 | 152 | 128 | 280 | 152 | 128 |
Profitability (%) | 39.1304 | 33.913 | 44.3478 | 39.1304 | 33.913 | 44.3478 |
Ratio Avg Win / Avg Loss | 2.1272 | 3.0701 | 1.426 | 1.5955 | 2.251 | 1.1318 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1476843 | 1476843 | 1026483 |
Largest Losing Trade | -25903 | -19975 | -25903 | -750753 | -615409 | -750753 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5646 | 2630 | 3016 | 5646 | 2630 | 3016 |
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 | 318401 | 197377 | -197419 | -249232 | -46476 | -580383 |
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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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