Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976707.6082 | 749447.7041 | 227259.904 | 2128934.8636 | 154062.3379 | 1974872.5256 |
Total P&L (%) | 976.7076 | 749.4477 | 227.2599 | 2128.9349 | 154.0623 | 1974.8725 |
Avg Daily Profit (%) | 0.6633 | 0.509 | 0.1543 | 0.211 | 0.0633 | 0.2062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104288 | -134726 | -71501 | -2878391 | -2091670 | -1322379 |
Profit Factor | 1.757 | 2.1092 | 1.3698 | 1.1376 | 1.0182 | 1.2825 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 142 | 60 | 82 | 142 | 60 | 82 |
Losing Trades | 298 | 160 | 138 | 298 | 160 | 138 |
Profitability (%) | 32.2727 | 27.2727 | 37.2727 | 32.2727 | 27.2727 | 37.2727 |
Ratio Avg Win / Avg Loss | 3.6873 | 5.6246 | 2.3053 | 2.3874 | 2.7151 | 2.1583 |
Largest Winning Trade | 601251 | 601251 | 37334 | 1066410 | 1066410 | 698992 |
Largest Losing Trade | -34087 | -16180 | -34087 | -457419 | -457419 | -291870 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 5843 | 2616 | 3227 | 5843 | 2616 | 3227 |
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 | 396447 | -4234 | 171959 | -64216 | -326702 | 183689 |
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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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