Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701979.9839 | 553729.7162 | 148250.2677 | 2100786.7984 | 485006.7597 | 1615780.0387 |
Total P&L (%) | 701.98 | 553.7297 | 148.2503 | 2100.7868 | 485.0068 | 1615.78 |
Avg Daily Profit (%) | 0.3799 | 0.2997 | 0.0802 | 0.1674 | 0.0956 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101272 | -100075 | -90678 | -5641750 | -6906185 | -5119713 |
Profit Factor | 1.5768 | 1.9003 | 1.2462 | 1.0382 | 1.0177 | 1.0585 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 132 | 57 | 75 | 132 | 57 | 75 |
Losing Trades | 243 | 131 | 112 | 243 | 131 | 112 |
Profitability (%) | 35.2 | 30.3191 | 40.107 | 35.2 | 30.3191 | 40.107 |
Ratio Avg Win / Avg Loss | 2.9027 | 4.3673 | 1.861 | 1.9112 | 2.3389 | 1.5807 |
Largest Winning Trade | 285421 | 285421 | 42846 | 2755449 | 2755449 | 1746507 |
Largest Losing Trade | -32560 | -19786 | -32560 | -2553592 | -1255867 | -2553592 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7355 | 3610 | 3745 | 7355 | 3610 | 3745 |
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 | 321996 | 199817 | -88108 | -173198 | -272193 | -150567 |
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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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