Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859806.59 | 691575.4131 | 168231.1768 | 2534804.0458 | 764285.9907 | 1770518.0552 |
Total P&L (%) | 859.8066 | 691.5754 | 168.2312 | 2534.804 | 764.286 | 1770.5181 |
Avg Daily Profit (%) | 0.4428 | 0.3562 | 0.0866 | 0.1686 | 0.1111 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136717 | -125392 | -69550 | -1122331 | -1526568 | -547107 |
Profit Factor | 1.7146 | 2.0767 | 1.2999 | 1.2583 | 1.1372 | 1.4173 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 140 | 61 | 79 | 140 | 61 | 79 |
Losing Trades | 156 | 87 | 69 | 156 | 87 | 69 |
Profitability (%) | 47.2973 | 41.2162 | 53.3784 | 47.2973 | 41.2162 | 53.3784 |
Ratio Avg Win / Avg Loss | 1.9105 | 2.9618 | 1.1354 | 1.4021 | 1.6219 | 1.2379 |
Largest Winning Trade | 390192 | 390192 | 51323 | 1050498 | 1050498 | 483234 |
Largest Losing Trade | -49076 | -24510 | -49076 | -390818 | -390818 | -320519 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 11493 | 5247 | 6246 | 11493 | 5247 | 6246 |
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 | 498945 | 350731 | -76923 | 291435 | -116304 | 313004 |
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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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