Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702239.5968 | 579450.5118 | 122789.085 | 720898.63 | 763504.5142 | -42605.8841 |
Total P&L (%) | 702.2396 | 579.4505 | 122.7891 | 720.8986 | 763.5045 | -42.6059 |
Avg Daily Profit (%) | 0.3043 | 0.2511 | 0.0532 | 0.0913 | 0.0935 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164490 | -111534 | -282481 | -1996566 | -1308095 | -1068375 |
Profit Factor | 1.2709 | 1.4649 | 1.0912 | 1.0536 | 1.113 | 0.9936 |
Total Trades | 852 | 426 | 426 | 852 | 426 | 426 |
Winning Trades | 296 | 131 | 165 | 296 | 131 | 165 |
Losing Trades | 556 | 295 | 261 | 556 | 295 | 261 |
Profitability (%) | 34.7418 | 30.7512 | 38.7324 | 34.7418 | 30.7512 | 38.7324 |
Ratio Avg Win / Avg Loss | 2.3871 | 3.2989 | 1.7261 | 1.979 | 2.5065 | 1.5718 |
Largest Winning Trade | 126325 | 126325 | 61077 | 494427 | 494427 | 336286 |
Largest Losing Trade | -24270 | -21269 | -24270 | -243979 | -243979 | -216115 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 4592 | 2215 | 2377 | 4592 | 2215 | 2377 |
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 | 314630 | 185050 | -243403 | -232426 | -168403 | -580433 |
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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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