Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587099.1428 | 319662.2664 | 267436.8765 | 2316424.4847 | 541800.6257 | 1774623.8591 |
Total P&L (%) | 587.0991 | 319.6623 | 267.4369 | 2316.4245 | 541.8006 | 1774.6239 |
Avg Daily Profit (%) | 0.325 | 0.1769 | 0.148 | 0.1764 | 0.103 | 0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91591 | -62428 | -87049 | -2130140 | -1844896 | -1584905 |
Profit Factor | 1.5705 | 1.6127 | 1.5271 | 1.1525 | 1.0709 | 1.235 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 180 | 97 | 83 | 180 | 97 | 83 |
Profitability (%) | 37.931 | 33.1034 | 42.7586 | 37.931 | 33.1034 | 42.7586 |
Ratio Avg Win / Avg Loss | 2.5699 | 3.259 | 2.0444 | 1.8859 | 2.1642 | 1.6533 |
Largest Winning Trade | 95023 | 95023 | 46772 | 1139853 | 1139853 | 1053709 |
Largest Losing Trade | -38867 | -17908 | -38867 | -458128 | -458128 | -412190 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5341 | 2795 | 2546 | 5341 | 2795 | 2546 |
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 | 325975 | 144485 | 159798 | -46755 | -202980 | 208984 |
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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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