Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759848.1818 | 529365.8961 | 230482.2857 | 2227935.1534 | 439560.2976 | 1788374.8558 |
Total P&L (%) | 759.8482 | 529.3659 | 230.4823 | 2227.9352 | 439.5603 | 1788.3749 |
Avg Daily Profit (%) | 0.516 | 0.3595 | 0.1565 | 0.214 | 0.1145 | 0.1997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99128 | -130217 | -68209 | -1956161 | -1696172 | -1143423 |
Profit Factor | 1.5428 | 1.738 | 1.3377 | 1.1692 | 1.0615 | 1.2972 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 138 | 55 | 83 | 138 | 55 | 83 |
Losing Trades | 298 | 163 | 135 | 298 | 163 | 135 |
Profitability (%) | 31.6514 | 25.2294 | 38.0734 | 31.6514 | 25.2294 | 38.0734 |
Ratio Avg Win / Avg Loss | 3.3317 | 5.1507 | 2.1759 | 2.5248 | 3.1459 | 2.1099 |
Largest Winning Trade | 310893 | 310893 | 37837 | 993637 | 993637 | 564786 |
Largest Losing Trade | -21883 | -15926 | -21883 | -335845 | -328737 | -335845 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5842 | 2605 | 3237 | 5842 | 2605 | 3237 |
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 | 318198 | -15245 | 176408 | -29701 | -219811 | 195785 |
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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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