Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901917.9579 | 699527.6905 | 202390.2674 | 1276104.8029 | 348031.5233 | 928073.2796 |
Total P&L (%) | 901.918 | 699.5277 | 202.3903 | 1276.1048 | 348.0315 | 928.0733 |
Avg Daily Profit (%) | 0.6125 | 0.4751 | 0.1374 | 0.1782 | 0.1019 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113854 | -107241 | -86539 | -1439906 | -1734016 | -808648 |
Profit Factor | 1.6972 | 2.0444 | 1.3244 | 1.1098 | 1.0562 | 1.171 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 143 | 57 | 86 | 143 | 57 | 86 |
Losing Trades | 235 | 132 | 103 | 235 | 132 | 103 |
Profitability (%) | 37.8307 | 30.1587 | 45.5026 | 37.8307 | 30.1587 | 45.5026 |
Ratio Avg Win / Avg Loss | 2.7891 | 4.7344 | 1.5862 | 1.8238 | 2.4459 | 1.4024 |
Largest Winning Trade | 523434 | 523434 | 43136 | 1161516 | 1161516 | 599366 |
Largest Losing Trade | -34087 | -19310 | -34087 | -417137 | -417137 | -407353 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5845 | 2962 | 2883 | 5845 | 2962 | 2883 |
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 | 442826 | 261736 | -9236 | -93287 | -221577 | -25808 |
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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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