Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656499.124 | 435354.1364 | 221144.9876 | 2055128.207 | 1641820.9929 | 413307.2142 |
Total P&L (%) | 656.4991 | 435.3541 | 221.145 | 2055.1282 | 1641.821 | 413.3072 |
Avg Daily Profit (%) | 0.6366 | 0.4222 | 0.2144 | 0.2982 | 0.2775 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123261 | -110733 | -78908 | -3110120 | -1838150 | -2385079 |
Profit Factor | 1.5672 | 1.677 | 1.4299 | 1.2437 | 1.3579 | 1.1075 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 152 | 66 | 86 | 152 | 66 | 86 |
Losing Trades | 187 | 104 | 83 | 187 | 104 | 83 |
Profitability (%) | 44.8378 | 38.8235 | 50.8876 | 44.8378 | 38.8235 | 50.8876 |
Ratio Avg Win / Avg Loss | 1.928 | 2.6425 | 1.38 | 1.5301 | 2.1397 | 1.0689 |
Largest Winning Trade | 266912 | 266912 | 25007 | 1523908 | 1523908 | 586522 |
Largest Losing Trade | -29511 | -28888 | -29511 | -1094334 | -550676 | -1094334 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 4113 | 2086 | 2027 | 4113 | 2086 | 2027 |
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 | 527034 | 322668 | 336411 | 351752 | 234539 | -94263 |
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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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