Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829016.3985 | 653211.7197 | 175804.6789 | 593060.7358 | 100480.9773 | 492579.7585 |
Total P&L (%) | 829.0164 | 653.2117 | 175.8047 | 593.0607 | 100.481 | 492.5798 |
Avg Daily Profit (%) | 0.5582 | 0.4398 | 0.1184 | 0.1304 | 0.0468 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81591 | -149450 | -78322 | -931005 | -874071 | -464066 |
Profit Factor | 1.5244 | 1.787 | 1.2342 | 1.0716 | 1.0231 | 1.1252 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 169 | 67 | 102 | 169 | 67 | 102 |
Losing Trades | 360 | 197 | 163 | 360 | 197 | 163 |
Profitability (%) | 31.9471 | 25.3788 | 38.4906 | 31.9471 | 25.3788 | 38.4906 |
Ratio Avg Win / Avg Loss | 3.2473 | 5.2543 | 1.9723 | 2.2826 | 3.0082 | 1.7981 |
Largest Winning Trade | 526498 | 526498 | 40583 | 353355 | 353355 | 264804 |
Largest Losing Trade | -22627 | -16345 | -22627 | -187885 | -187885 | -174238 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 8865 | 4359 | 4506 | 8865 | 4359 | 4506 |
Profit Streak | 0 | 7.2302 | 0 | 0 | 7.2302 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348739 | -12883 | -37550 | -163151 | -350732 | -118037 |
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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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