Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751835.0676 | 593152.5061 | 158682.5615 | 331876.3627 | 31638.7646 | 300237.5981 |
Total P&L (%) | 751.8351 | 593.1525 | 158.6826 | 331.8764 | 31.6388 | 300.2376 |
Avg Daily Profit (%) | 0.5106 | 0.4028 | 0.1078 | 0.0994 | 0.0187 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169267 | -123100 | -68392 | -417905 | -327661 | -209759 |
Profit Factor | 1.7205 | 1.9837 | 1.3603 | 1.1076 | 1.0175 | 1.2351 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 99 | 42 | 57 | 99 | 42 | 57 |
Losing Trades | 154 | 85 | 69 | 154 | 85 | 69 |
Profitability (%) | 39.1304 | 33.0709 | 45.2381 | 39.1304 | 33.0709 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.6764 | 4.0145 | 1.6467 | 1.723 | 2.0592 | 1.4952 |
Largest Winning Trade | 447837 | 447837 | 66650 | 346090 | 346090 | 148703 |
Largest Losing Trade | -31234 | -31234 | -30805 | -102004 | -102004 | -98751 |
Avg Bars in Trades | 68 | 60 | 77 | 68 | 60 | 77 |
Avg Bars in Winners | 109 | 95 | 120 | 109 | 95 | 120 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 17397 | 7686 | 9711 | 17397 | 7686 | 9711 |
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 | 397803 | 242620 | -49621 | -164194 | -377831 | -69543 |
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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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