Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644481.0579 | 539685.6151 | 104795.4428 | 377428.0489 | 96488.4596 | 280939.5893 |
Total P&L (%) | 644.4811 | 539.6856 | 104.7954 | 377.428 | 96.4885 | 280.9396 |
Avg Daily Profit (%) | 0.3491 | 0.2923 | 0.0568 | 0.0847 | 0.0366 | 0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121165 | -101671 | -104229 | -1900351 | -1079015 | -1476407 |
Profit Factor | 1.6039 | 2.0457 | 1.1902 | 1.0378 | 1.0188 | 1.0578 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Profitability (%) | 48.8889 | 48.7342 | 49.0446 | 48.8889 | 48.7342 | 49.0446 |
Ratio Avg Win / Avg Loss | 1.6768 | 2.152 | 1.2365 | 1.085 | 1.0717 | 1.099 |
Largest Winning Trade | 445930 | 445930 | 54433 | 599902 | 599902 | 531382 |
Largest Losing Trade | -42604 | -22247 | -42604 | -671657 | -272460 | -671657 |
Avg Bars in Trades | 34 | 27 | 40 | 34 | 27 | 40 |
Avg Bars in Winners | 46 | 35 | 58 | 46 | 35 | 58 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 10737 | 4323 | 6414 | 10737 | 4323 | 6414 |
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 | 488261 | 459825 | -128573 | -257620 | -343785 | -253275 |
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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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