Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558109.3658 | 421359.7846 | 136749.5812 | 2166592.2948 | 785190.0058 | 1381402.289 |
Total P&L (%) | 558.1094 | 421.3598 | 136.7496 | 2166.5923 | 785.19 | 1381.4023 |
Avg Daily Profit (%) | 0.2233 | 0.1686 | 0.0547 | 0.1249 | 0.0873 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73597 | -110069 | -79588 | -1204615 | -1561519 | -577950 |
Profit Factor | 1.5753 | 1.8744 | 1.2801 | 1.2073 | 1.133 | 1.3039 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Losing Trades | 175 | 81 | 94 | 175 | 81 | 94 |
Profitability (%) | 48.5294 | 52.3529 | 44.7059 | 48.5294 | 52.3529 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.6708 | 1.7059 | 1.5832 | 1.2805 | 1.0312 | 1.6127 |
Largest Winning Trade | 129789 | 129789 | 54798 | 818208 | 818208 | 524191 |
Largest Losing Trade | -23318 | -20365 | -23318 | -577950 | -296696 | -577950 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 60 | 56 | 65 | 60 | 56 | 65 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 14840 | 7303 | 7537 | 14840 | 7303 | 7537 |
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 | 443509 | 415805 | -120518 | -25104 | -149621 | -49044 |
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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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