Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979417.8121 | 882180.5954 | 97237.2167 | 626812.9203 | 107347.8078 | 519465.1125 |
Total P&L (%) | 979.4178 | 882.1806 | 97.2372 | 626.8129 | 107.3478 | 519.4651 |
Avg Daily Profit (%) | 0.4234 | 0.3814 | 0.042 | 0.0858 | 0.0315 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190101 | -116498 | -274015 | -1017098 | -1115218 | -327361 |
Profit Factor | 1.6217 | 2.0303 | 1.1352 | 1.1366 | 1.0366 | 1.3137 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 211 | 107 | 104 | 211 | 107 | 104 |
Profitability (%) | 35.0769 | 34.3558 | 35.8025 | 35.0769 | 34.3558 | 35.8025 |
Ratio Avg Win / Avg Loss | 3.0016 | 3.8792 | 2.0356 | 2.1037 | 1.9807 | 2.3556 |
Largest Winning Trade | 481856 | 481856 | 52624 | 912485 | 912485 | 245006 |
Largest Losing Trade | -34347 | -34347 | -19624 | -235861 | -235861 | -125280 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4521 | 2436 | 2085 | 4521 | 2436 | 2085 |
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 | 330894 | 285808 | -212371 | -150968 | -335418 | -90893 |
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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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