Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679793.3563 | 486663.6088 | 193129.7475 | 1735660.3491 | 792429.4175 | 943230.9317 |
Total P&L (%) | 679.7934 | 486.6636 | 193.1297 | 1735.6603 | 792.4294 | 943.2309 |
Avg Daily Profit (%) | 0.4265 | 0.3053 | 0.1212 | 0.1827 | 0.1374 | 0.1472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201929 | -139966 | -160084 | -1928518 | -939383 | -1361105 |
Profit Factor | 1.5281 | 1.7809 | 1.2908 | 1.2003 | 1.1825 | 1.2182 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 51.2915 | 46.3235 | 56.2963 | 51.2915 | 46.3235 | 56.2963 |
Ratio Avg Win / Avg Loss | 1.4511 | 2.0635 | 1.0021 | 1.1398 | 1.3702 | 0.9457 |
Largest Winning Trade | 159333 | 159333 | 37855 | 718303 | 718303 | 681980 |
Largest Losing Trade | -49317 | -24074 | -49317 | -684022 | -560281 | -684022 |
Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
Bars Traded | 18981 | 9525 | 9456 | 18981 | 9525 | 9456 |
Profit Streak | 0 | 0 | 44.591 | 0 | 0 | 44.591 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469300 | 369904 | -29191 | 322189 | -30592 | 138853 |
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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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