Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738452.7743 | 510924.3692 | 227528.405 | 2298421.2192 | 893970.3426 | 1404450.8766 |
Total P&L (%) | 738.4528 | 510.9244 | 227.5284 | 2298.4212 | 893.9703 | 1404.4509 |
Avg Daily Profit (%) | 0.501 | 0.3466 | 0.1544 | 0.2158 | 0.1559 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78502 | -114168 | -84446 | -2604029 | -2538892 | -2201523 |
Profit Factor | 1.5696 | 1.7791 | 1.3552 | 1.093 | 1.0696 | 1.1183 |
Total Trades | 463 | 232 | 231 | 463 | 232 | 231 |
Winning Trades | 163 | 74 | 89 | 163 | 74 | 89 |
Losing Trades | 300 | 158 | 142 | 300 | 158 | 142 |
Profitability (%) | 35.2052 | 31.8966 | 38.5281 | 35.2052 | 31.8966 | 38.5281 |
Ratio Avg Win / Avg Loss | 2.8889 | 3.7986 | 2.1622 | 2.0116 | 2.2837 | 1.7842 |
Largest Winning Trade | 298445 | 298445 | 39875 | 1185788 | 1185788 | 574161 |
Largest Losing Trade | -34350 | -19904 | -34350 | -529623 | -468953 | -529623 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 4353 | 2254 | 2099 | 4353 | 2254 | 2099 |
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 | 374290 | 236194 | 188389 | -112048 | -141335 | -84954 |
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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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