Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546451.0602 | 327633.6002 | 218817.4599 | 2476139.943 | 2261420.614 | 214719.3291 |
Total P&L (%) | 546.4511 | 327.6336 | 218.8175 | 2476.1399 | 2261.4206 | 214.7193 |
Avg Daily Profit (%) | 0.3256 | 0.1952 | 0.1304 | 0.1938 | 0.1886 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92377 | -78985 | -63357 | -4447068 | -1979588 | -3025116 |
Profit Factor | 1.709 | 1.8328 | 1.5799 | 1.2153 | 1.4195 | 1.0351 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 184 | 96 | 88 | 184 | 96 | 88 |
Profitability (%) | 40.0651 | 37.2549 | 42.8571 | 40.0651 | 37.2549 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5565 | 3.0868 | 2.1065 | 1.8179 | 2.3907 | 1.3802 |
Largest Winning Trade | 114913 | 114913 | 52174 | 1521205 | 1521205 | 853017 |
Largest Losing Trade | -20768 | -20768 | -15907 | -629597 | -528522 | -629597 |
Avg Bars in Trades | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Winners | 104 | 89 | 116 | 104 | 89 | 116 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 19796 | 8278 | 11518 | 19796 | 8278 | 11518 |
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 | 363316 | 228517 | -18563 | 230535 | 185584 | -286086 |
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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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