Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568268.6526 | 450728.1523 | 117540.5002 | 1542904.734 | 563951.7925 | 978952.9415 |
Total P&L (%) | 568.2687 | 450.7282 | 117.5405 | 1542.9047 | 563.9518 | 978.9529 |
Avg Daily Profit (%) | 0.3048 | 0.2417 | 0.063 | 0.1502 | 0.1016 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90999 | -118206 | -113151 | -1923836 | -1772047 | -943023 |
Profit Factor | 1.3213 | 1.5257 | 1.129 | 1.0729 | 1.0524 | 1.0942 |
Total Trades | 666 | 333 | 333 | 666 | 333 | 333 |
Winning Trades | 243 | 117 | 126 | 243 | 117 | 126 |
Losing Trades | 423 | 216 | 207 | 423 | 216 | 207 |
Profitability (%) | 36.4865 | 35.1351 | 37.8378 | 36.4865 | 35.1351 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.3001 | 2.8166 | 1.8548 | 1.8677 | 1.9429 | 1.7977 |
Largest Winning Trade | 135859 | 135859 | 35326 | 702360 | 702360 | 363646 |
Largest Losing Trade | -23080 | -23080 | -22823 | -249018 | -249018 | -244114 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 11051 | 5648 | 5403 | 11051 | 5648 | 5403 |
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 | 315371 | 224439 | -189521 | -133076 | -223062 | -141212 |
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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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