Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913745.9225 | 676128.576 | 237617.3466 | 2568567.5792 | 752396.9033 | 1816170.6759 |
Total P&L (%) | 913.7459 | 676.1286 | 237.6173 | 2568.5676 | 752.3969 | 1816.1707 |
Avg Daily Profit (%) | 0.6206 | 0.4592 | 0.1614 | 0.2233 | 0.1456 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70292 | -97696 | -65920 | -3037097 | -2358643 | -1508676 |
Profit Factor | 1.7815 | 2.078 | 1.4384 | 1.1358 | 1.0729 | 1.2113 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 127 | 52 | 75 | 127 | 52 | 75 |
Losing Trades | 291 | 157 | 134 | 291 | 157 | 134 |
Profitability (%) | 30.3828 | 24.8804 | 35.8852 | 30.3828 | 24.8804 | 35.8852 |
Ratio Avg Win / Avg Loss | 4.0819 | 6.2739 | 2.5699 | 2.6026 | 3.2395 | 2.1642 |
Largest Winning Trade | 515465 | 515465 | 35147 | 1543236 | 1543236 | 1125824 |
Largest Losing Trade | -18824 | -18824 | -17073 | -855265 | -855265 | -420435 |
Avg Bars in Trades | 41 | 33 | 50 | 41 | 33 | 50 |
Avg Bars in Winners | 97 | 86 | 104 | 97 | 86 | 104 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 17546 | 7019 | 10527 | 17546 | 7019 | 10527 |
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 | 344405 | -15599 | 157712 | -67197 | -167181 | 134878 |
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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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