Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593228.9261 | 399418.2384 | 193810.6877 | 1454392.7309 | 463026.1497 | 991366.5813 |
Total P&L (%) | 593.2289 | 399.4182 | 193.8107 | 1454.3927 | 463.0262 | 991.3666 |
Avg Daily Profit (%) | 0.3405 | 0.2293 | 0.1113 | 0.1576 | 0.0993 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98269 | -107952 | -56117 | -1502741 | -807550 | -963246 |
Profit Factor | 1.5558 | 1.7552 | 1.36 | 1.1972 | 1.1227 | 1.2751 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Losing Trades | 194 | 104 | 90 | 194 | 104 | 90 |
Profitability (%) | 41.7417 | 37.7246 | 45.7831 | 41.7417 | 37.7246 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.1714 | 2.8974 | 1.6105 | 1.6709 | 1.8534 | 1.51 |
Largest Winning Trade | 232323 | 232323 | 45875 | 520377 | 520377 | 422536 |
Largest Losing Trade | -28265 | -13623 | -28265 | -264572 | -264572 | -241752 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 6839 | 2910 | 3928 | 6839 | 2910 | 3928 |
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 | 388966 | 252805 | -43948 | 142932 | -149046 | -9336 |
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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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