Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583074.2416 | 426154.0733 | 156920.1683 | 1454415.8451 | 1285887.0873 | 168528.7578 |
Total P&L (%) | 583.0742 | 426.1541 | 156.9202 | 1454.4158 | 1285.8871 | 168.5288 |
Avg Daily Profit (%) | 0.308 | 0.2251 | 0.0829 | 0.145 | 0.139 | 0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103425 | -79008 | -109918 | -3643863 | -2341427 | -2013004 |
Profit Factor | 1.4951 | 1.7251 | 1.266 | 1.0769 | 1.1377 | 1.0176 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 117 | 46 | 71 | 117 | 46 | 71 |
Losing Trades | 195 | 110 | 85 | 195 | 110 | 85 |
Profitability (%) | 37.5 | 29.4872 | 45.5128 | 37.5 | 29.4872 | 45.5128 |
Ratio Avg Win / Avg Loss | 2.4919 | 4.1253 | 1.5156 | 1.7949 | 2.7205 | 1.2183 |
Largest Winning Trade | 102998 | 102998 | 36051 | 1599927 | 1599927 | 985412 |
Largest Losing Trade | -55703 | -21691 | -55703 | -899776 | -550686 | -899776 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 25 | 31 | 40 | 25 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5494 | 2903 | 2592 | 5494 | 2903 | 2592 |
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 | 302277 | 57857 | -82497 | -136728 | -84558 | -325560 |
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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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