Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532438.7441 | 286310.8968 | 246127.8473 | 2577260.5462 | 1983347.764 | 593912.7822 |
Total P&L (%) | 532.4387 | 286.3109 | 246.1278 | 2577.2605 | 1983.3478 | 593.9128 |
Avg Daily Profit (%) | 0.3168 | 0.1704 | 0.1464 | 0.1958 | 0.1808 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64432 | -105768 | -60069 | -938977 | -407025 | -731631 |
Profit Factor | 1.4807 | 1.5253 | 1.4374 | 1.4793 | 1.8235 | 1.2001 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 190 | 87 | 103 | 190 | 87 | 103 |
Losing Trades | 328 | 172 | 156 | 328 | 172 | 156 |
Profitability (%) | 36.6795 | 33.5907 | 39.7683 | 36.6795 | 33.5907 | 39.7683 |
Ratio Avg Win / Avg Loss | 2.5561 | 3.0156 | 2.1771 | 2.5537 | 3.605 | 1.8176 |
Largest Winning Trade | 60652 | 60652 | 50508 | 867846 | 867846 | 680201 |
Largest Losing Trade | -25579 | -12691 | -25579 | -309107 | -216646 | -309107 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4913 | 2337 | 2576 | 4913 | 2337 | 2576 |
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 | 329021 | 166875 | 57171 | 291484 | 217056 | -40935 |
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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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