Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496341.9054 | 301058.1667 | 195283.7387 | 3710346.4066 | 3155120.277 | 555226.1296 |
Total P&L (%) | 496.3419 | 301.0582 | 195.2837 | 3710.3464 | 3155.1203 | 555.2261 |
Avg Daily Profit (%) | 0.4765 | 0.289 | 0.1875 | 0.3501 | 0.3349 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46136 | -48634 | -33222 | -1692147 | -1079044 | -1471204 |
Profit Factor | 1.7011 | 1.8128 | 1.5785 | 1.3098 | 1.5301 | 1.0921 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
Losing Trades | 286 | 151 | 135 | 286 | 151 | 135 |
Profitability (%) | 35.5856 | 31.982 | 39.1892 | 35.5856 | 31.982 | 39.1892 |
Ratio Avg Win / Avg Loss | 3.0791 | 3.8553 | 2.4494 | 2.3709 | 3.2542 | 1.6947 |
Largest Winning Trade | 73829 | 73829 | 25541 | 1609193 | 1609193 | 801828 |
Largest Losing Trade | -14054 | -11243 | -14054 | -579668 | -379355 | -579668 |
Avg Bars in Trades | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Winners | 104 | 115 | 95 | 104 | 115 | 95 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 24747 | 12999 | 11748 | 24747 | 12999 | 11748 |
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 | 357216 | 195128 | 245267 | 262449 | 194099 | -113791 |
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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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