Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524830.4191 | 399498.0929 | 125332.3262 | 899328.2336 | 398835.6413 | 500492.5923 |
Total P&L (%) | 524.8304 | 399.4981 | 125.3323 | 899.3282 | 398.8356 | 500.4926 |
Avg Daily Profit (%) | 0.2379 | 0.1811 | 0.0568 | 0.1044 | 0.0729 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89291 | -78982 | -80514 | -670211 | -853340 | -370711 |
Profit Factor | 1.2985 | 1.4512 | 1.1435 | 1.1239 | 1.0988 | 1.1554 |
Total Trades | 619 | 309 | 310 | 619 | 309 | 310 |
Winning Trades | 280 | 143 | 137 | 280 | 143 | 137 |
Losing Trades | 339 | 166 | 173 | 339 | 166 | 173 |
Profitability (%) | 45.2342 | 46.2783 | 44.1935 | 45.2342 | 46.2783 | 44.1935 |
Ratio Avg Win / Avg Loss | 1.5721 | 1.6846 | 1.444 | 1.3607 | 1.2755 | 1.459 |
Largest Winning Trade | 121470 | 121470 | 34636 | 456552 | 456552 | 207575 |
Largest Losing Trade | -39168 | -20001 | -39168 | -234212 | -234212 | -171762 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 13099 | 6651 | 6448 | 13099 | 6651 | 6448 |
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 | 403401 | 340902 | -180598 | -135765 | -207632 | -134476 |
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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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