Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700998.7756 | 484388.855 | 216609.9206 | 1260530.2149 | 428677.2141 | 831853.0008 |
Total P&L (%) | 700.9988 | 484.3889 | 216.6099 | 1260.5302 | 428.6772 | 831.853 |
Avg Daily Profit (%) | 0.4728 | 0.3267 | 0.1461 | 0.1762 | 0.1124 | 0.1506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91243 | -134091 | -56891 | -1257629 | -1168911 | -804861 |
Profit Factor | 1.4395 | 1.5973 | 1.2762 | 1.0912 | 1.0614 | 1.1217 |
Total Trades | 601 | 300 | 301 | 601 | 300 | 301 |
Winning Trades | 191 | 80 | 111 | 191 | 80 | 111 |
Losing Trades | 410 | 220 | 190 | 410 | 220 | 190 |
Profitability (%) | 31.7804 | 26.6667 | 36.8771 | 31.7804 | 26.6667 | 36.8771 |
Ratio Avg Win / Avg Loss | 3.0899 | 4.3925 | 2.1846 | 2.3424 | 2.9188 | 1.92 |
Largest Winning Trade | 321055 | 321055 | 42836 | 668071 | 668071 | 367283 |
Largest Losing Trade | -17798 | -15915 | -17798 | -293352 | -237211 | -293352 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 5888 | 2656 | 3232 | 5888 | 2656 | 3232 |
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 | 314950 | -9462 | -780 | -114903 | -216047 | -81735 |
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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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