Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852064.2177 | 646446.1793 | 205618.0384 | 1862900.0249 | 502336.9704 | 1360563.0546 |
Total P&L (%) | 852.0642 | 646.4462 | 205.618 | 1862.9 | 502.337 | 1360.5631 |
Avg Daily Profit (%) | 0.4881 | 0.3704 | 0.1178 | 0.1707 | 0.1029 | 0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80005 | -92950 | -54022 | -2326711 | -2540598 | -984959 |
Profit Factor | 1.9045 | 2.2431 | 1.4872 | 1.1682 | 1.0786 | 1.2905 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 158 | 86 | 72 | 158 | 86 | 72 |
Profitability (%) | 39.4636 | 34.3511 | 44.6154 | 39.4636 | 34.3511 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.9214 | 4.2868 | 1.8462 | 1.792 | 2.0613 | 1.602 |
Largest Winning Trade | 450307 | 450307 | 55894 | 1749228 | 1749228 | 778517 |
Largest Losing Trade | -32090 | -21448 | -32090 | -681076 | -681076 | -677232 |
Avg Bars in Trades | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Winners | 140 | 156 | 127 | 140 | 156 | 127 |
Avg Bars in Losers | 38 | 45 | 30 | 38 | 45 | 30 |
Bars Traded | 20600 | 11010 | 9590 | 20600 | 11010 | 9590 |
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 | 409838 | 268947 | -35705 | -29358 | -194423 | 233126 |
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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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