Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754542.3644 | 507688.9685 | 246853.3959 | 2552136.977 | 559671.4435 | 1992465.5335 |
Total P&L (%) | 754.5424 | 507.689 | 246.8534 | 2552.137 | 559.6714 | 1992.4655 |
Avg Daily Profit (%) | 0.5099 | 0.3431 | 0.1668 | 0.2218 | 0.1276 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105254 | -105457 | -62501 | -2648007 | -2826655 | -1113059 |
Profit Factor | 1.5708 | 1.7715 | 1.3719 | 1.161 | 1.0692 | 1.2566 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 146 | 60 | 86 | 146 | 60 | 86 |
Losing Trades | 285 | 155 | 130 | 285 | 155 | 130 |
Profitability (%) | 33.8747 | 27.907 | 39.8148 | 33.8747 | 27.907 | 39.8148 |
Ratio Avg Win / Avg Loss | 3.0663 | 4.5763 | 2.0738 | 2.2663 | 2.7621 | 1.8995 |
Largest Winning Trade | 290746 | 290746 | 40435 | 1222992 | 1222992 | 875107 |
Largest Losing Trade | -26466 | -18765 | -26466 | -525424 | -493836 | -525424 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 75 | 73 | 77 | 75 | 73 | 77 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 17658 | 8035 | 9623 | 17658 | 8035 | 9623 |
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 | 342658 | -3812 | 201091 | -38133 | -182028 | 202693 |
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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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