Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663863.3682 | 470495.9368 | 193367.4314 | 860847.4605 | 550169.1237 | 310678.3369 |
Total P&L (%) | 663.8634 | 470.4959 | 193.3674 | 860.8475 | 550.1691 | 310.6783 |
Avg Daily Profit (%) | 0.4475 | 0.3172 | 0.1303 | 0.1526 | 0.1263 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181419 | -144370 | -125924 | -900211 | -714838 | -615995 |
Profit Factor | 1.3754 | 1.5201 | 1.2239 | 1.1132 | 1.1428 | 1.0828 |
Total Trades | 758 | 379 | 379 | 758 | 379 | 379 |
Winning Trades | 248 | 111 | 137 | 248 | 111 | 137 |
Losing Trades | 510 | 268 | 242 | 510 | 268 | 242 |
Profitability (%) | 32.7177 | 29.2876 | 36.1478 | 32.7177 | 29.2876 | 36.1478 |
Ratio Avg Win / Avg Loss | 2.8285 | 3.6702 | 2.1619 | 2.2892 | 2.7592 | 1.9126 |
Largest Winning Trade | 299362 | 299362 | 34671 | 589605 | 589605 | 174092 |
Largest Losing Trade | -35514 | -17969 | -35514 | -261289 | -70008 | -261289 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 8794 | 4679 | 4115 | 8794 | 4679 | 4115 |
Profit Streak | 0 | 16.0025 | 0 | 0 | 16.0025 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335706 | 90948 | -21966 | -89775 | -94992 | -197842 |
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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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