Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576943.7603 | 401891.6662 | 175052.0941 | 913308.3255 | 894351.7215 | 18956.6039 |
Total P&L (%) | 576.9438 | 401.8917 | 175.0521 | 913.3083 | 894.3517 | 18.9566 |
Avg Daily Profit (%) | 0.5671 | 0.395 | 0.1721 | 0.2279 | 0.226 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102939 | -95957 | -90131 | -1999525 | -675236 | -1429302 |
Profit Factor | 1.4899 | 1.6234 | 1.3285 | 1.1145 | 1.2173 | 1.0049 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 191 | 86 | 105 | 191 | 86 | 105 |
Losing Trades | 191 | 105 | 86 | 191 | 105 | 86 |
Profitability (%) | 50 | 45.0262 | 54.9738 | 50 | 45.0262 | 54.9738 |
Ratio Avg Win / Avg Loss | 1.4899 | 1.982 | 1.0881 | 1.1145 | 1.4862 | 0.8231 |
Largest Winning Trade | 269708 | 269708 | 29065 | 867800 | 867800 | 259135 |
Largest Losing Trade | -38009 | -24861 | -38009 | -1007365 | -278452 | -1007365 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 6070 | 3168 | 2902 | 6070 | 3168 | 2902 |
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 | 529011 | 401386 | 324265 | -83981 | 238561 | -393058 |
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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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