Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144944.13 | 961829.0628 | 183115.0672 | 1090735.0741 | 455388.0268 | 635347.0473 |
Total P&L (%) | 1144.9441 | 961.8291 | 183.1151 | 1090.7351 | 455.388 | 635.347 |
Avg Daily Profit (%) | 0.4932 | 0.4144 | 0.0789 | 0.1068 | 0.0739 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164542 | -135260 | -171557 | -532136 | -368360 | -284930 |
Profit Factor | 1.6387 | 2.0028 | 1.2197 | 1.2315 | 1.1714 | 1.3092 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 226 | 94 | 132 | 226 | 94 | 132 |
Losing Trades | 222 | 130 | 92 | 222 | 130 | 92 |
Profitability (%) | 50.4464 | 41.9643 | 58.9286 | 50.4464 | 41.9643 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.6097 | 2.7699 | 0.8501 | 1.2097 | 1.62 | 0.9125 |
Largest Winning Trade | 354794 | 354794 | 54185 | 398370 | 398370 | 147103 |
Largest Losing Trade | -76900 | -44813 | -76900 | -202408 | -146460 | -202408 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 24 | 30 | 21 | 24 | 30 | 21 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 9200 | 5199 | 4001 | 9200 | 5199 | 4001 |
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 | 587668 | 412022 | -87646 | -47683 | -127380 | -77212 |
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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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