Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499333.7171 | 304564.0461 | 194769.671 | 3704482.454 | 3473374.8124 | 231107.6416 |
Total P&L (%) | 499.3337 | 304.564 | 194.7697 | 3704.4825 | 3473.3748 | 231.1076 |
Avg Daily Profit (%) | 0.4794 | 0.2924 | 0.187 | 0.3499 | 0.3439 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57028 | -60020 | -42952 | -3148589 | -1147060 | -2511962 |
Profit Factor | 1.735 | 1.9445 | 1.5457 | 1.282 | 1.5983 | 1.0315 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Profitability (%) | 36.6762 | 33.3333 | 40 | 36.6762 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 2.9956 | 3.8889 | 2.3186 | 2.2135 | 3.1966 | 1.5473 |
Largest Winning Trade | 65511 | 65511 | 28943 | 1833858 | 1833858 | 1280009 |
Largest Losing Trade | -11234 | -11062 | -11234 | -477601 | -409576 | -477601 |
Avg Bars in Trades | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Winners | 127 | 121 | 132 | 127 | 121 | 132 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 24864 | 11489 | 13374 | 24864 | 11489 | 13374 |
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 | 357869 | 215210 | 240427 | 253712 | 221757 | -227729 |
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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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