Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735388.5413 | 533991.617 | 201396.9243 | 1169037.9341 | 1306235.2643 | -137197.3302 |
Total P&L (%) | 735.3885 | 533.9916 | 201.3969 | 1169.0379 | 1306.2353 | -137.1973 |
Avg Daily Profit (%) | 0.4994 | 0.3627 | 0.1368 | 0.1727 | 0.1797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123886 | -110949 | -89652 | -5768196 | -3018663 | -3940779 |
Profit Factor | 1.5622 | 1.8254 | 1.3047 | 1.0424 | 1.0979 | 0.9904 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 210 | 113 | 97 | 210 | 113 | 97 |
Profitability (%) | 37.3134 | 32.7381 | 41.9162 | 37.3134 | 32.7381 | 41.9162 |
Ratio Avg Win / Avg Loss | 2.6245 | 3.7503 | 1.8079 | 1.7512 | 2.2557 | 1.3724 |
Largest Winning Trade | 339851 | 339851 | 41290 | 2000971 | 2000971 | 929604 |
Largest Losing Trade | -46440 | -21928 | -46440 | -1178701 | -849637 | -1178701 |
Avg Bars in Trades | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Winners | 84 | 87 | 82 | 84 | 87 | 82 |
Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
Bars Traded | 17407 | 9220 | 8187 | 17407 | 9220 | 8187 |
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 | 367649 | 234100 | -12033 | -168187 | -110266 | -581935 |
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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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