Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600804.6994 | 366369.6745 | 234435.0249 | 1791656.8467 | 1069279.3681 | 722377.4786 |
Total P&L (%) | 600.8047 | 366.3697 | 234.435 | 1791.6568 | 1069.2794 | 722.3775 |
Avg Daily Profit (%) | 0.3158 | 0.1926 | 0.1232 | 0.1546 | 0.1293 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120091 | -98733 | -87132 | -3674213 | -2640145 | -2795487 |
Profit Factor | 1.3645 | 1.427 | 1.2967 | 1.0829 | 1.0973 | 1.068 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 246 | 119 | 127 | 246 | 119 | 127 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 56.9444 | 55.0926 | 58.7963 | 56.9444 | 55.0926 | 58.7963 |
Ratio Avg Win / Avg Loss | 1.0317 | 1.1632 | 0.9087 | 0.8188 | 0.8944 | 0.7485 |
Largest Winning Trade | 70626 | 70626 | 40018 | 666839 | 666839 | 654791 |
Largest Losing Trade | -32116 | -28811 | -32116 | -713337 | -597176 | -713337 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 49 | 51 | 46 | 49 | 51 | 46 |
Bars Traded | 22653 | 12067 | 10586 | 22653 | 12067 | 10586 |
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 | 455882 | 347491 | -28408 | -120204 | -133933 | -190312 |
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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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