Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850678.8718 | 673764.7767 | 176914.0951 | 2557240.1478 | 122815.4933 | 2434424.6545 |
Total P&L (%) | 850.6789 | 673.7648 | 176.9141 | 2557.2401 | 122.8155 | 2434.4247 |
Avg Daily Profit (%) | 0.4394 | 0.348 | 0.0914 | 0.1695 | 0.0414 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155879 | -66561 | -115514 | -3213139 | -2376106 | -3134116 |
Profit Factor | 1.5994 | 2.0406 | 1.2292 | 1.0839 | 1.008 | 1.1602 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 168 | 77 | 91 | 168 | 77 | 91 |
Losing Trades | 150 | 82 | 68 | 150 | 82 | 68 |
Profitability (%) | 52.8302 | 48.4277 | 57.2327 | 52.8302 | 48.4277 | 57.2327 |
Ratio Avg Win / Avg Loss | 1.428 | 2.1731 | 0.9185 | 0.9678 | 1.0735 | 0.867 |
Largest Winning Trade | 298574 | 298574 | 47913 | 827522 | 643324 | 827522 |
Largest Losing Trade | -50387 | -46473 | -50387 | -1404289 | -1358145 | -1404289 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 11581 | 5807 | 5774 | 11581 | 5807 | 5774 |
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 | 504961 | 462497 | -71775 | -120102 | -349643 | -37017 |
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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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