Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670524.1591 | 556105.6467 | 114418.5124 | 896617.3661 | 371708.4546 | 524908.9115 |
Total P&L (%) | 670.5242 | 556.1056 | 114.4185 | 896.6174 | 371.7085 | 524.9089 |
Avg Daily Profit (%) | 0.3629 | 0.301 | 0.0619 | 0.1245 | 0.084 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133246 | -117221 | -75683 | -6940248 | -5807830 | -4468313 |
Profit Factor | 1.3653 | 1.5985 | 1.1263 | 1.0146 | 1.012 | 1.0172 |
Total Trades | 1067 | 534 | 533 | 1067 | 534 | 533 |
Winning Trades | 372 | 165 | 207 | 372 | 165 | 207 |
Losing Trades | 695 | 369 | 326 | 695 | 369 | 326 |
Profitability (%) | 34.8641 | 30.8989 | 38.8368 | 34.8641 | 30.8989 | 38.8368 |
Ratio Avg Win / Avg Loss | 2.5508 | 3.5747 | 1.7737 | 1.8955 | 2.2632 | 1.6019 |
Largest Winning Trade | 335279 | 335279 | 32834 | 2790255 | 2790255 | 1691677 |
Largest Losing Trade | -16334 | -15878 | -16334 | -881240 | -881240 | -876492 |
Avg Bars in Trades | 10 | 11 | 8 | 10 | 11 | 8 |
Avg Bars in Winners | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 11032 | 6273 | 4759 | 11032 | 6273 | 4759 |
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 | 390215 | 252143 | -192593 | -229939 | -291949 | -262441 |
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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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