Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650719.9543 | 490355.2423 | 160364.712 | 2800952.09 | -99185.9281 | 2900138.0181 |
Total P&L (%) | 650.72 | 490.3552 | 160.3647 | 2800.9521 | -99.1859 | 2900.138 |
Avg Daily Profit (%) | 0.3522 | 0.2654 | 0.0868 | 0.1824 | -0.26 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120974 | -91194 | -76850 | -7580003 | -5360840 | -3330033 |
Profit Factor | 1.4232 | 1.6524 | 1.204 | 1.0576 | 0.9959 | 1.1177 |
Total Trades | 599 | 300 | 299 | 599 | 300 | 299 |
Winning Trades | 222 | 107 | 115 | 222 | 107 | 115 |
Losing Trades | 377 | 193 | 184 | 377 | 193 | 184 |
Profitability (%) | 37.0618 | 35.6667 | 38.4615 | 37.0618 | 35.6667 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.4168 | 2.9806 | 1.9264 | 1.796 | 1.7963 | 1.7883 |
Largest Winning Trade | 157484 | 157484 | 45357 | 1810737 | 1810737 | 1240774 |
Largest Losing Trade | -31065 | -20364 | -31065 | -853615 | -551544 | -853615 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 7360 | 3487 | 3873 | 7360 | 3487 | 3873 |
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 | 347827 | 252954 | -79680 | -149785 | -582283 | -85234 |
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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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