Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861132.7503 | 645998.7124 | 215134.0379 | 1233426.2721 | 857145.4931 | 376280.779 |
Total P&L (%) | 861.1328 | 645.9987 | 215.134 | 1233.4263 | 857.1455 | 376.2808 |
Avg Daily Profit (%) | 0.5826 | 0.4371 | 0.1456 | 0.1754 | 0.1529 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127894 | -101282 | -75611 | -4941158 | -3694069 | -3505084 |
Profit Factor | 1.775 | 2.181 | 1.3814 | 1.0484 | 1.0695 | 1.0286 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 155 | 69 | 86 | 155 | 69 | 86 |
Losing Trades | 223 | 120 | 103 | 223 | 120 | 103 |
Profitability (%) | 41.0053 | 36.5079 | 45.5026 | 41.0053 | 36.5079 | 45.5026 |
Ratio Avg Win / Avg Loss | 2.5538 | 3.7931 | 1.6544 | 1.5083 | 1.8601 | 1.2319 |
Largest Winning Trade | 570834 | 570834 | 39076 | 1347438 | 1259221 | 1347438 |
Largest Losing Trade | -37620 | -17726 | -37620 | -944089 | -642429 | -944089 |
Avg Bars in Trades | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Winners | 67 | 56 | 76 | 67 | 56 | 76 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 17535 | 6895 | 10640 | 17535 | 6895 | 10640 |
Profit Streak | 0 | 0 | 11.2872 | 0 | 0 | 11.2872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473485 | 338429 | 82235 | -159914 | -140111 | -241720 |
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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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