Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663662.385 | 401136.6325 | 262525.7524 | 7399559.7114 | 6727081.5198 | 672478.1917 |
Total P&L (%) | 663.6624 | 401.1366 | 262.5258 | 7399.5597 | 6727.0815 | 672.4782 |
Avg Daily Profit (%) | 0.3943 | 0.2383 | 0.156 | 0.2568 | 0.2512 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85367 | -81105 | -49511 | -7664400 | -3590806 | -6058617 |
Profit Factor | 1.7506 | 1.9117 | 1.591 | 1.3079 | 1.6144 | 1.0514 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 151 | 72 | 79 | 151 | 72 | 79 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 45.4819 | 43.3735 | 47.5904 | 45.4819 | 43.3735 | 47.5904 |
Ratio Avg Win / Avg Loss | 2.0984 | 2.4959 | 1.7521 | 1.5677 | 2.1077 | 1.1579 |
Largest Winning Trade | 62343 | 62134 | 62343 | 4294410 | 4294410 | 2245504 |
Largest Losing Trade | -23257 | -21176 | -23257 | -1791650 | -1582321 | -1791650 |
Avg Bars in Trades | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 9918 | 5062 | 4856 | 9918 | 5062 | 4856 |
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 | 477855 | 335354 | 355421 | 360839 | 333675 | -194691 |
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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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