Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427961.4734 | 169058.0352 | 258903.4382 | 1049497.7875 | 390908.3811 | 658589.4064 |
Total P&L (%) | 427.9615 | 169.058 | 258.9034 | 1049.4978 | 390.9084 | 658.5894 |
Avg Daily Profit (%) | 0.2841 | 0.1122 | 0.1719 | 0.1622 | 0.1057 | 0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184690 | -142396 | -90586 | -4940039 | -2656637 | -3408680 |
Profit Factor | 1.3291 | 1.2684 | 1.3863 | 1.0411 | 1.0332 | 1.048 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 265 | 105 | 160 | 265 | 105 | 160 |
Losing Trades | 271 | 163 | 108 | 271 | 163 | 108 |
Profitability (%) | 49.4403 | 39.1791 | 59.7015 | 49.4403 | 39.1791 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.3592 | 1.969 | 0.9357 | 1.0647 | 1.6039 | 0.7074 |
Largest Winning Trade | 67785 | 67785 | 42328 | 1315662 | 1315662 | 1157210 |
Largest Losing Trade | -30253 | -17451 | -30253 | -1056481 | -400613 | -1056481 |
Avg Bars in Trades | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Winners | 20 | 16 | 22 | 20 | 16 | 22 |
Avg Bars in Losers | 13 | 9 | 18 | 13 | 9 | 18 |
Bars Traded | 8971 | 3345 | 5626 | 8971 | 3345 | 5626 |
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 | 412648 | -45263 | 313446 | -164697 | -237940 | -179940 |
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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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