Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009619.8952 | 877498.7799 | 132121.1153 | 1582964.4727 | 610702.5131 | 972261.9596 |
Total P&L (%) | 1009.6199 | 877.4988 | 132.1211 | 1582.9645 | 610.7025 | 972.262 |
Avg Daily Profit (%) | 0.4349 | 0.378 | 0.0569 | 0.1217 | 0.0845 | 0.1023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145281 | -81963 | -224859 | -4041382 | -2520569 | -2135796 |
Profit Factor | 1.6965 | 2.2424 | 1.1777 | 1.1024 | 1.0806 | 1.1234 |
Total Trades | 465 | 232 | 233 | 465 | 232 | 233 |
Winning Trades | 159 | 77 | 82 | 159 | 77 | 82 |
Losing Trades | 306 | 155 | 151 | 306 | 155 | 151 |
Profitability (%) | 34.1935 | 33.1897 | 35.1931 | 34.1935 | 33.1897 | 35.1931 |
Ratio Avg Win / Avg Loss | 3.2649 | 4.514 | 2.1688 | 2.1217 | 2.1752 | 2.0688 |
Largest Winning Trade | 436756 | 436756 | 67386 | 1966849 | 1966849 | 1886120 |
Largest Losing Trade | -29288 | -18768 | -29288 | -725766 | -515446 | -725766 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 13844 | 6249 | 7594 | 13844 | 6249 | 7594 |
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 | 353560 | 296144 | -145922 | -140312 | -216067 | -144773 |
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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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