Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072828.6717 | 931145.085 | 141683.5867 | 994637.2683 | 265674.5641 | 728962.7042 |
Total P&L (%) | 1072.8287 | 931.1451 | 141.6836 | 994.6373 | 265.6746 | 728.9627 |
Avg Daily Profit (%) | 0.4626 | 0.4015 | 0.0611 | 0.1032 | 0.0559 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113575 | -108685 | -234083 | -1608657 | -1339713 | -689850 |
Profit Factor | 1.5292 | 1.904 | 1.1421 | 1.11 | 1.0548 | 1.1739 |
Total Trades | 537 | 268 | 269 | 537 | 268 | 269 |
Winning Trades | 179 | 80 | 99 | 179 | 80 | 99 |
Losing Trades | 358 | 188 | 170 | 358 | 188 | 170 |
Profitability (%) | 33.3333 | 29.8507 | 36.803 | 33.3333 | 29.8507 | 36.803 |
Ratio Avg Win / Avg Loss | 3.0584 | 4.4744 | 1.9612 | 2.22 | 2.4787 | 2.0158 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1008576 | 1008576 | 336602 |
Largest Losing Trade | -24720 | -18754 | -24720 | -479529 | -299230 | -479529 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 9223 | 4772 | 4451 | 9223 | 4772 | 4451 |
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 | 341291 | 218294 | -178472 | -156561 | -284736 | -102828 |
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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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