Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785205.3797 | 554007.0622 | 231198.3175 | 1918509.712 | 500072.5356 | 1418437.1764 |
Total P&L (%) | 785.2054 | 554.0071 | 231.1983 | 1918.5097 | 500.0725 | 1418.4372 |
Avg Daily Profit (%) | 0.5333 | 0.3763 | 0.157 | 0.2043 | 0.1218 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78682 | -85212 | -53045 | -2704847 | -3140861 | -1566245 |
Profit Factor | 1.679 | 1.8788 | 1.4396 | 1.0731 | 1.0332 | 1.1268 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 219 | 102 | 117 | 219 | 102 | 117 |
Losing Trades | 233 | 124 | 109 | 233 | 124 | 109 |
Profitability (%) | 48.4513 | 45.1327 | 51.7699 | 48.4513 | 45.1327 | 51.7699 |
Ratio Avg Win / Avg Loss | 1.7863 | 2.284 | 1.3411 | 1.1417 | 1.2561 | 1.0498 |
Largest Winning Trade | 379225 | 379225 | 63007 | 2432866 | 2432866 | 979535 |
Largest Losing Trade | -21273 | -17875 | -21273 | -624041 | -549713 | -624041 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 57 | 41 | 72 | 57 | 41 | 72 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 17524 | 6613 | 10911 | 17524 | 6613 | 10911 |
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 | 569774 | 436416 | 325695 | -130270 | -215007 | -72275 |
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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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