Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673487.9603 | 548647.0525 | 124840.9078 | 1337316.7626 | 743055.3914 | 594261.3712 |
Total P&L (%) | 673.488 | 548.6471 | 124.8409 | 1337.3168 | 743.0554 | 594.2614 |
Avg Daily Profit (%) | 0.3619 | 0.2948 | 0.0671 | 0.1433 | 0.1146 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87365 | -111303 | -90595 | -1576046 | -1159838 | -923222 |
Profit Factor | 1.4765 | 1.7891 | 1.1738 | 1.0988 | 1.1135 | 1.0851 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 201 | 86 | 115 | 201 | 86 | 115 |
Losing Trades | 404 | 217 | 187 | 404 | 217 | 187 |
Profitability (%) | 33.2231 | 28.3828 | 38.0795 | 33.2231 | 28.3828 | 38.0795 |
Ratio Avg Win / Avg Loss | 2.9676 | 4.5144 | 1.9087 | 2.2086 | 2.8097 | 1.7644 |
Largest Winning Trade | 320390 | 320390 | 39853 | 647943 | 647943 | 384004 |
Largest Losing Trade | -22367 | -17136 | -22367 | -246282 | -193877 | -246282 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 11107 | 5307 | 5800 | 11107 | 5307 | 5800 |
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 | 309926 | -1357 | -134924 | -115086 | -147700 | -182684 |
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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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