Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660568.0445 | 524345.6401 | 136222.4044 | 1471324.8139 | 1793608.8919 | -322284.0781 |
Total P&L (%) | 660.568 | 524.3456 | 136.2224 | 1471.3248 | 1793.6089 | -322.2841 |
Avg Daily Profit (%) | 0.3343 | 0.2654 | 0.0689 | 0.1395 | 0.149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129115 | -115293 | -165430 | -1604788 | -1218930 | -1229366 |
Profit Factor | 1.54 | 1.8598 | 1.222 | 1.1753 | 1.4443 | 0.926 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 175 | 80 | 95 | 175 | 80 | 95 |
Losing Trades | 175 | 95 | 80 | 175 | 95 | 80 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.54 | 2.2085 | 1.0291 | 1.1753 | 1.7151 | 0.7798 |
Largest Winning Trade | 133276 | 133276 | 61554 | 792905 | 792905 | 534375 |
Largest Losing Trade | -55083 | -37497 | -55083 | -492036 | -413634 | -492036 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 11650 | 5335 | 6315 | 11650 | 5335 | 6315 |
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 | 492366 | 389532 | -100364 | -32304 | 251331 | -579861 |
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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) |
---|