Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528983.9924 | 411120.4383 | 117863.5541 | 1067930.0749 | 244960.1022 | 822969.9727 |
Total P&L (%) | 528.984 | 411.1204 | 117.8636 | 1067.9301 | 244.9601 | 822.97 |
Avg Daily Profit (%) | 0.284 | 0.2207 | 0.0633 | 0.132 | 0.0665 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86632 | -119850 | -79824 | -1815070 | -2195561 | -1119244 |
Profit Factor | 1.3112 | 1.4861 | 1.138 | 1.0498 | 1.0224 | 1.0783 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 281 | 133 | 148 | 281 | 133 | 148 |
Losing Trades | 463 | 239 | 224 | 463 | 239 | 224 |
Profitability (%) | 37.7688 | 35.7527 | 39.7849 | 37.7688 | 35.7527 | 39.7849 |
Ratio Avg Win / Avg Loss | 2.1604 | 2.6704 | 1.7224 | 1.7298 | 1.8373 | 1.6321 |
Largest Winning Trade | 135016 | 135016 | 34431 | 514585 | 514585 | 440014 |
Largest Losing Trade | -22367 | -18058 | -22367 | -317497 | -312817 | -317497 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 11115 | 5324 | 5791 | 11115 | 5324 | 5791 |
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 | 339351 | 225233 | -178359 | -181545 | -302772 | -168778 |
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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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