Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834251.5217 | 640838.2193 | 193413.3024 | 1251053.1518 | 659526.399 | 591526.7529 |
Total P&L (%) | 834.2515 | 640.8382 | 193.4133 | 1251.0532 | 659.5264 | 591.5268 |
Avg Daily Profit (%) | 0.5634 | 0.4328 | 0.1306 | 0.176 | 0.137 | 0.1307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146512 | -110079 | -76366 | -5616317 | -5310199 | -2811051 |
Profit Factor | 2.0698 | 2.5094 | 1.5444 | 1.061 | 1.0606 | 1.0615 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 59 | 20 | 39 | 59 | 20 | 39 |
Losing Trades | 126 | 72 | 54 | 126 | 72 | 54 |
Profitability (%) | 31.8919 | 21.7391 | 41.9355 | 31.8919 | 21.7391 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.4203 | 9.034 | 2.1385 | 2.266 | 3.8182 | 1.4698 |
Largest Winning Trade | 448863 | 448863 | 68191 | 3496611 | 3496611 | 1264274 |
Largest Losing Trade | -21222 | -21222 | -21127 | -1124102 | -775885 | -1124102 |
Avg Bars in Trades | 95 | 72 | 117 | 95 | 72 | 117 |
Avg Bars in Winners | 202 | 193 | 207 | 202 | 193 | 207 |
Avg Bars in Losers | 44 | 39 | 51 | 44 | 39 | 51 |
Bars Traded | 17605 | 6708 | 10897 | 17605 | 6708 | 10897 |
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 | 324203 | -29684 | -19391 | -150507 | -206916 | -174434 |
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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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