Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855218.9107 | 709233.3076 | 145985.6031 | 1433294.9504 | 601541.9608 | 831752.9895 |
Total P&L (%) | 855.2189 | 709.2333 | 145.9856 | 1433.295 | 601.542 | 831.753 |
Avg Daily Profit (%) | 0.3539 | 0.2935 | 0.0604 | 0.113 | 0.0806 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117997 | -110431 | -93044 | -1557919 | -1456671 | -857245 |
Profit Factor | 1.671 | 2.0287 | 1.2495 | 1.1302 | 1.0953 | 1.177 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 138 | 63 | 75 | 138 | 63 | 75 |
Losing Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Profitability (%) | 44.9511 | 41.1765 | 48.7013 | 44.9511 | 41.1765 | 48.7013 |
Ratio Avg Win / Avg Loss | 2.0464 | 2.8981 | 1.3162 | 1.3841 | 1.5647 | 1.2397 |
Largest Winning Trade | 248255 | 248255 | 57816 | 1418007 | 1418007 | 878638 |
Largest Losing Trade | -44799 | -44799 | -43076 | -778398 | -778398 | -568458 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Losers | 15 | 18 | 13 | 15 | 18 | 13 |
Bars Traded | 7162 | 3967 | 3195 | 7162 | 3967 | 3195 |
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 | 447775 | 352255 | -112462 | -119101 | -202338 | -95022 |
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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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