Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604560.0426 | 372110.1173 | 232449.9254 | 1630032.6817 | 695783.7495 | 934248.9322 |
Total P&L (%) | 604.56 | 372.1101 | 232.4499 | 1630.0327 | 695.7837 | 934.2489 |
Avg Daily Profit (%) | 0.4085 | 0.2515 | 0.1571 | 0.1928 | 0.1403 | 0.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108780 | -90001 | -98219 | -873101 | -502321 | -475780 |
Profit Factor | 1.3058 | 1.3807 | 1.2325 | 1.2379 | 1.2029 | 1.2729 |
Total Trades | 918 | 459 | 459 | 918 | 459 | 459 |
Winning Trades | 303 | 141 | 162 | 303 | 141 | 162 |
Losing Trades | 615 | 318 | 297 | 615 | 318 | 297 |
Profitability (%) | 33.0065 | 30.719 | 35.2941 | 33.0065 | 30.719 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.6503 | 3.114 | 2.2595 | 2.5125 | 2.7129 | 2.3337 |
Largest Winning Trade | 119549 | 119549 | 50867 | 389565 | 389565 | 202764 |
Largest Losing Trade | -33035 | -18968 | -33035 | -175006 | -127973 | -175006 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 8818 | 4474 | 4344 | 8818 | 4474 | 4344 |
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 | 342502 | 157395 | 159792 | 261195 | -10152 | 183979 |
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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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