Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735353.91 | 592512.9341 | 142840.9759 | 2422915.8955 | 1740502.5313 | 682413.3641 |
Total P&L (%) | 735.3539 | 592.5129 | 142.841 | 2422.9159 | 1740.5025 | 682.4134 |
Avg Daily Profit (%) | 0.372 | 0.2997 | 0.0723 | 0.1634 | 0.1475 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167859 | -108543 | -108533 | -2646093 | -2333503 | -1936109 |
Profit Factor | 1.685 | 2.0707 | 1.2747 | 1.1615 | 1.2221 | 1.0953 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Profitability (%) | 37.9699 | 34.5865 | 41.3534 | 37.9699 | 34.5865 | 41.3534 |
Ratio Avg Win / Avg Loss | 2.7528 | 3.9163 | 1.8077 | 1.8975 | 2.3113 | 1.5533 |
Largest Winning Trade | 180012 | 180012 | 62787 | 1225871 | 1225871 | 887128 |
Largest Losing Trade | -31271 | -31271 | -26163 | -649836 | -649836 | -481717 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 7747 | 3757 | 3990 | 7747 | 3757 | 3990 |
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 | 348883 | 248726 | -98982 | -37029 | -984 | -171747 |
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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) |
---|