Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984849.0526 | 867954.3464 | 116894.7062 | 1433608.0822 | 342207.9694 | 1091400.1127 |
Total P&L (%) | 984.8491 | 867.9543 | 116.8947 | 1433.6081 | 342.208 | 1091.4001 |
Avg Daily Profit (%) | 0.4269 | 0.3762 | 0.0507 | 0.1184 | 0.0645 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130695 | -115279 | -193647 | -1556380 | -1911583 | -507150 |
Profit Factor | 1.8075 | 2.3198 | 1.208 | 1.209 | 1.0747 | 1.4786 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 159 | 86 | 73 | 159 | 86 | 73 |
Profitability (%) | 36.4 | 31.2 | 41.6 | 36.4 | 31.2 | 41.6 |
Ratio Avg Win / Avg Loss | 3.1581 | 5.1154 | 1.6959 | 2.1125 | 2.37 | 2.0757 |
Largest Winning Trade | 406315 | 406315 | 60581 | 1720945 | 1720945 | 317825 |
Largest Losing Trade | -42163 | -33636 | -42163 | -586904 | -586904 | -439539 |
Avg Bars in Trades | 53 | 60 | 45 | 53 | 60 | 45 |
Avg Bars in Winners | 93 | 116 | 77 | 93 | 116 | 77 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 13301 | 7614 | 5687 | 13301 | 7614 | 5687 |
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 | 339285 | 231392 | -128107 | -37856 | -251596 | -50325 |
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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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