Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920494.8586 | 747595.2111 | 172899.6476 | 2279349.1626 | 723935.1616 | 1555414.001 |
Total P&L (%) | 920.4949 | 747.5952 | 172.8996 | 2279.3492 | 723.9352 | 1555.414 |
Avg Daily Profit (%) | 0.3812 | 0.3096 | 0.0716 | 0.1313 | 0.0874 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98282 | -90664 | -128505 | -3912547 | -3408038 | -1305240 |
Profit Factor | 1.7903 | 2.1635 | 1.3311 | 1.1079 | 1.0602 | 1.1711 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 93 | 38 | 55 | 93 | 38 | 55 |
Losing Trades | 174 | 96 | 78 | 174 | 96 | 78 |
Profitability (%) | 34.8315 | 28.3582 | 41.3534 | 34.8315 | 28.3582 | 41.3534 |
Ratio Avg Win / Avg Loss | 3.3495 | 5.4657 | 1.8877 | 2.0729 | 2.6784 | 1.6608 |
Largest Winning Trade | 406589 | 406589 | 35451 | 2651146 | 2651146 | 1139853 |
Largest Losing Trade | -24948 | -24948 | -22573 | -639061 | -639061 | -426241 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 31 | 38 | 26 | 31 | 38 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4538 | 2313 | 2225 | 4538 | 2313 | 2225 |
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 | 315259 | -1844 | -99249 | -122193 | -244022 | -71891 |
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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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