Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761615.6348 | 596756.3111 | 164859.3237 | 414482.0983 | 323909.3341 | 90572.7642 |
Total P&L (%) | 761.6156 | 596.7563 | 164.8593 | 414.4821 | 323.9093 | 90.5728 |
Avg Daily Profit (%) | 0.5126 | 0.4017 | 0.111 | 0.1103 | 0.0973 | 0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176781 | -155091 | -58654 | -3384541 | -2755403 | -1058563 |
Profit Factor | 1.6942 | 1.9411 | 1.356 | 1.0429 | 1.0553 | 1.0238 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Profitability (%) | 45.0161 | 41.9355 | 48.0769 | 45.0161 | 41.9355 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.0693 | 2.6877 | 1.4645 | 1.2738 | 1.4612 | 1.1057 |
Largest Winning Trade | 417310 | 417310 | 44015 | 1590994 | 1590994 | 429425 |
Largest Losing Trade | -35348 | -27227 | -35348 | -628462 | -628462 | -469901 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 8812 | 4272 | 4540 | 8812 | 4272 | 4540 |
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 | 499891 | 390465 | -44633 | -219113 | -225375 | -329521 |
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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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