Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540835.4306 | 379389.3395 | 161446.0911 | 1011659.2227 | 621899.301 | 389759.9217 |
Total P&L (%) | 540.8354 | 379.3893 | 161.4461 | 1011.6592 | 621.8993 | 389.7599 |
Avg Daily Profit (%) | 0.2597 | 0.1822 | 0.0775 | 0.1157 | 0.095 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88207 | -83684 | -57838 | -1785792 | -1070779 | -715013 |
Profit Factor | 1.5223 | 1.7191 | 1.3178 | 1.0884 | 1.1081 | 1.0685 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 176 | 93 | 83 | 176 | 93 | 83 |
Profitability (%) | 40.5405 | 37.1622 | 43.9189 | 40.5405 | 37.1622 | 43.9189 |
Ratio Avg Win / Avg Loss | 2.2327 | 2.9069 | 1.6828 | 1.5963 | 1.8736 | 1.3644 |
Largest Winning Trade | 106435 | 106435 | 38623 | 872952 | 872952 | 428119 |
Largest Losing Trade | -36490 | -35035 | -36490 | -394416 | -347892 | -394416 |
Avg Bars in Trades | 83 | 77 | 88 | 83 | 77 | 88 |
Avg Bars in Winners | 130 | 132 | 128 | 130 | 132 | 128 |
Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
Bars Traded | 24616 | 11527 | 13089 | 24616 | 11527 | 13089 |
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 | 322941 | 200591 | -90670 | -162418 | -171487 | -238746 |
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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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