Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796224.7952 | 642855.5867 | 153369.2085 | 560085.9641 | 376794.9033 | 183291.0608 |
Total P&L (%) | 796.2248 | 642.8556 | 153.3692 | 560.086 | 376.7949 | 183.2911 |
Avg Daily Profit (%) | 0.4976 | 0.4018 | 0.0959 | 0.118 | 0.0977 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120964 | -143484 | -46005 | -2567649 | -2339789 | -1087951 |
Profit Factor | 1.7146 | 1.7699 | 1.5492 | 1.0566 | 1.0519 | 1.0694 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 133 | 56 | 77 | 133 | 56 | 77 |
Losing Trades | 135 | 78 | 57 | 135 | 78 | 57 |
Profitability (%) | 49.6269 | 41.791 | 57.4627 | 49.6269 | 41.791 | 57.4627 |
Ratio Avg Win / Avg Loss | 1.7404 | 2.4652 | 1.1468 | 1.0724 | 1.4651 | 0.7916 |
Largest Winning Trade | 303899 | 303899 | 32082 | 2275056 | 2275056 | 167645 |
Largest Losing Trade | -52854 | -52854 | -21691 | -951258 | -951258 | -398814 |
Avg Bars in Trades | 17 | 31 | 3 | 17 | 31 | 3 |
Avg Bars in Winners | 16 | 33 | 4 | 16 | 33 | 4 |
Avg Bars in Losers | 18 | 30 | 2 | 18 | 30 | 2 |
Bars Traded | 4772 | 4258 | 514 | 4772 | 4258 | 514 |
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 | 553165 | 350184 | -62345 | -191810 | -229423 | -250831 |
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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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