Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739318.8143 | 521382.0535 | 217936.7608 | 2325199.1542 | 509463.6292 | 1815735.525 |
Total P&L (%) | 739.3188 | 521.3821 | 217.9368 | 2325.1992 | 509.4636 | 1815.7355 |
Avg Daily Profit (%) | 0.4225 | 0.2979 | 0.1245 | 0.1824 | 0.1033 | 0.1689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120621 | -78749 | -62226 | -1289672 | -1446665 | -794864 |
Profit Factor | 1.7023 | 1.9425 | 1.4363 | 1.1647 | 1.0668 | 1.28 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 148 | 69 | 79 | 148 | 69 | 79 |
Losing Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Profitability (%) | 46.1059 | 42.8571 | 49.375 | 46.1059 | 42.8571 | 49.375 |
Ratio Avg Win / Avg Loss | 1.9898 | 2.59 | 1.4726 | 1.3615 | 1.4224 | 1.3124 |
Largest Winning Trade | 358050 | 358050 | 48934 | 1032750 | 1032750 | 736804 |
Largest Losing Trade | -28493 | -23206 | -28493 | -554472 | -423825 | -554472 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 46 | 37 | 53 | 46 | 37 | 53 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 10263 | 4479 | 5784 | 10263 | 4479 | 5784 |
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 | 479847 | 372672 | -25803 | -31268 | -203902 | 279825 |
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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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