Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929306.7664 | 864416.7108 | 64890.0556 | 330740.2604 | 212297.6119 | 118442.6485 |
Total P&L (%) | 929.3068 | 864.4167 | 64.8901 | 330.7403 | 212.2976 | 118.4426 |
Avg Daily Profit (%) | 0.4017 | 0.3736 | 0.028 | 0.0631 | 0.0492 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194631 | -108156 | -239517 | -1596459 | -1293892 | -516136 |
Profit Factor | 1.7271 | 2.3071 | 1.1052 | 1.0773 | 1.0861 | 1.0654 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 41.1429 | 39.7727 | 42.5287 | 41.1429 | 39.7727 | 42.5287 |
Ratio Avg Win / Avg Loss | 2.4707 | 3.4936 | 1.4935 | 1.5412 | 1.6447 | 1.4397 |
Largest Winning Trade | 470087 | 470087 | 64662 | 1045842 | 1045842 | 262046 |
Largest Losing Trade | -35792 | -32862 | -35792 | -480571 | -480571 | -289037 |
Avg Bars in Trades | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Winners | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 13414 | 6623 | 6790 | 13414 | 6623 | 6790 |
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 | 378265 | 346268 | -263769 | -245516 | -256155 | -299634 |
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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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