Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678048.2923 | 550527.4378 | 127520.8546 | 1504808.1515 | 914618.5893 | 590189.5622 |
Total P&L (%) | 678.0483 | 550.5274 | 127.5209 | 1504.8082 | 914.6186 | 590.1896 |
Avg Daily Profit (%) | 0.343 | 0.2785 | 0.0645 | 0.1405 | 0.1173 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111369 | -101085 | -82898 | -1502513 | -1468345 | -1325515 |
Profit Factor | 1.6449 | 1.9493 | 1.2705 | 1.1375 | 1.1472 | 1.1247 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Profitability (%) | 37.7863 | 37.4046 | 38.1679 | 37.7863 | 37.4046 | 38.1679 |
Ratio Avg Win / Avg Loss | 2.7082 | 3.262 | 2.0581 | 1.8728 | 1.9198 | 1.822 |
Largest Winning Trade | 168679 | 168679 | 60407 | 1084982 | 1084982 | 506506 |
Largest Losing Trade | -35638 | -31271 | -35638 | -496878 | -496878 | -289610 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 5811 | 2813 | 2998 | 5811 | 2813 | 2998 |
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 | 333836 | 273008 | -110319 | -76374 | -98363 | -148827 |
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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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