Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808981.6093 | 670087.1505 | 138894.4588 | 1424713.1973 | 616805.6181 | 807907.5792 |
Total P&L (%) | 808.9816 | 670.0872 | 138.8945 | 1424.7132 | 616.8056 | 807.9076 |
Avg Daily Profit (%) | 0.3353 | 0.2778 | 0.0576 | 0.113 | 0.0817 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144208 | -97773 | -136296 | -5456043 | -4461252 | -2336296 |
Profit Factor | 1.7056 | 2.0989 | 1.2587 | 1.0456 | 1.0365 | 1.0563 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 37.3134 | 33.5821 | 41.0448 | 37.3134 | 33.5821 | 41.0448 |
Ratio Avg Win / Avg Loss | 2.8653 | 4.1512 | 1.808 | 1.7566 | 2.05 | 1.5172 |
Largest Winning Trade | 314050 | 314050 | 60804 | 2708208 | 2708208 | 1710800 |
Largest Losing Trade | -27388 | -27388 | -20474 | -888331 | -888331 | -762207 |
Avg Bars in Trades | 53 | 47 | 60 | 53 | 47 | 60 |
Avg Bars in Winners | 94 | 89 | 99 | 94 | 89 | 99 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 14404 | 6306 | 8098 | 14404 | 6306 | 8098 |
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 | 320208 | 219955 | -118780 | -214523 | -269324 | -231590 |
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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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