Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925876.0537 | 699583.2649 | 226292.7888 | 1815327.0304 | 570318.4308 | 1245008.5997 |
Total P&L (%) | 925.8761 | 699.5833 | 226.2928 | 1815.327 | 570.3184 | 1245.0086 |
Avg Daily Profit (%) | 0.627 | 0.4738 | 0.1532 | 0.2001 | 0.1289 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123802 | -163022 | -69338 | -1499796 | -1909361 | -898913 |
Profit Factor | 1.9574 | 2.2821 | 1.5369 | 1.1693 | 1.0925 | 1.2733 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 97 | 37 | 60 | 97 | 37 | 60 |
Losing Trades | 157 | 90 | 67 | 157 | 90 | 67 |
Profitability (%) | 38.189 | 29.1339 | 47.2441 | 38.189 | 29.1339 | 47.2441 |
Ratio Avg Win / Avg Loss | 3.1682 | 5.5512 | 1.7163 | 1.8926 | 2.6574 | 1.4219 |
Largest Winning Trade | 553312 | 553312 | 35574 | 1690656 | 1690656 | 532790 |
Largest Losing Trade | -24087 | -22387 | -24087 | -425709 | -425709 | -270102 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4369 | 1969 | 2400 | 4369 | 1969 | 2400 |
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 | 447078 | 114757 | 318719 | -28111 | -149698 | 242773 |
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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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