Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835930.1304 | 592413.6753 | 243516.4551 | 14480095.2962 | 3474615.2663 | 11005480.0299 |
Total P&L (%) | 835.9301 | 592.4137 | 243.5165 | 14480.0953 | 3474.6153 | 11005.48 |
Avg Daily Profit (%) | 0.4515 | 0.32 | 0.1315 | 0.2695 | 0.1934 | 0.2547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79721 | -78684 | -84734 | -14021601 | -14289857 | -5986202 |
Profit Factor | 1.6436 | 1.942 | 1.3635 | 1.1271 | 1.0598 | 1.1971 |
Total Trades | 589 | 295 | 294 | 589 | 295 | 294 |
Winning Trades | 276 | 136 | 140 | 276 | 136 | 140 |
Losing Trades | 313 | 159 | 154 | 313 | 159 | 154 |
Profitability (%) | 46.8591 | 46.1017 | 47.619 | 46.8591 | 46.1017 | 47.619 |
Ratio Avg Win / Avg Loss | 1.864 | 2.2705 | 1.4999 | 1.2782 | 1.2391 | 1.3168 |
Largest Winning Trade | 233165 | 233165 | 40137 | 5942681 | 5942681 | 2921118 |
Largest Losing Trade | -26105 | -20717 | -26105 | -3394952 | -3394952 | -3362719 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 22034 | 10699 | 11335 | 22034 | 10699 | 11335 |
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 | 545620 | 440034 | -16888 | -70206 | -147247 | 173218 |
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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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