Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464967.0453 | 186336.7037 | 278630.3416 | 1331652.2532 | 744861.4745 | 586790.7786 |
Total P&L (%) | 464.967 | 186.3367 | 278.6303 | 1331.6523 | 744.8615 | 586.7908 |
Avg Daily Profit (%) | 0.3121 | 0.1251 | 0.187 | 0.1788 | 0.1433 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137257 | -161516 | -69085 | -309158 | -147417 | -281425 |
Profit Factor | 1.325 | 1.2583 | 1.3928 | 1.5501 | 1.6718 | 1.4473 |
Total Trades | 507 | 254 | 253 | 507 | 254 | 253 |
Winning Trades | 268 | 131 | 137 | 268 | 131 | 137 |
Losing Trades | 239 | 123 | 116 | 239 | 123 | 116 |
Profitability (%) | 52.86 | 51.5748 | 54.1502 | 52.86 | 51.5748 | 54.1502 |
Ratio Avg Win / Avg Loss | 1.1816 | 1.1815 | 1.1793 | 1.3824 | 1.5697 | 1.2254 |
Largest Winning Trade | 39063 | 39063 | 37128 | 172613 | 151194 | 172613 |
Largest Losing Trade | -29215 | -22925 | -29215 | -137908 | -83072 | -137908 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 8866 | 4672 | 4194 | 8866 | 4672 | 4194 |
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 | 436078 | -24978 | 350818 | 459597 | 112721 | -17284 |
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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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