Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607175.1493 | 417552.4942 | 189622.6552 | 1601251.3041 | 845058.8915 | 756192.4126 |
Total P&L (%) | 607.1751 | 417.5525 | 189.6227 | 1601.2513 | 845.0589 | 756.1924 |
Avg Daily Profit (%) | 0.3477 | 0.2391 | 0.1086 | 0.1624 | 0.1287 | 0.1231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86793 | -60146 | -74677 | -1863006 | -1111111 | -1179755 |
Profit Factor | 1.5982 | 1.8553 | 1.36 | 1.137 | 1.1485 | 1.1261 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 161 | 70 | 91 | 161 | 70 | 91 |
Losing Trades | 200 | 111 | 89 | 200 | 111 | 89 |
Profitability (%) | 44.5983 | 38.674 | 50.5556 | 44.5983 | 38.674 | 50.5556 |
Ratio Avg Win / Avg Loss | 1.9854 | 2.942 | 1.3301 | 1.4124 | 1.8211 | 1.1014 |
Largest Winning Trade | 183136 | 183136 | 56334 | 1337915 | 1337915 | 673024 |
Largest Losing Trade | -17760 | -17566 | -17760 | -394718 | -315422 | -394718 |
Avg Bars in Trades | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Winners | 88 | 71 | 101 | 88 | 71 | 101 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 20592 | 8077 | 12514 | 20592 | 8077 | 12514 |
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 | 435770 | 268716 | -47097 | -62316 | -80893 | -109633 |
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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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