Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979243.1993 | 735267.9761 | 243975.2232 | 2635290.5146 | 262994.9 | 2372295.6146 |
Total P&L (%) | 979.2432 | 735.268 | 243.9752 | 2635.2905 | 262.9949 | 2372.2956 |
Avg Daily Profit (%) | 0.6651 | 0.4994 | 0.1657 | 0.225 | 0.0876 | 0.2181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99374 | -158825 | -84461 | -2827423 | -2121279 | -1308007 |
Profit Factor | 1.7835 | 2.0668 | 1.4352 | 1.143 | 1.0248 | 1.3035 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 130 | 54 | 76 | 130 | 54 | 76 |
Losing Trades | 293 | 158 | 135 | 293 | 158 | 135 |
Profitability (%) | 30.7329 | 25.4717 | 36.019 | 30.7329 | 25.4717 | 36.019 |
Ratio Avg Win / Avg Loss | 4.0198 | 6.0473 | 2.5495 | 2.5762 | 2.9985 | 2.3154 |
Largest Winning Trade | 561541 | 561541 | 37874 | 1253718 | 1253718 | 856318 |
Largest Losing Trade | -31070 | -31070 | -16050 | -553429 | -553429 | -333376 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 82 | 93 | 75 | 82 | 93 | 75 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 17400 | 9329 | 8071 | 17400 | 9329 | 8071 |
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 | 364077 | -12656 | 160603 | -59125 | -295341 | 162736 |
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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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