Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701972.028 | 570752.5467 | 131219.4812 | 1135440.9319 | 544650.6564 | 590790.2755 |
Total P&L (%) | 701.972 | 570.7525 | 131.2195 | 1135.4409 | 544.6507 | 590.7903 |
Avg Daily Profit (%) | 0.2901 | 0.2358 | 0.0542 | 0.1039 | 0.077 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133623 | -82022 | -213867 | -1725003 | -1671841 | -990238 |
Profit Factor | 1.3485 | 1.5953 | 1.1243 | 1.0819 | 1.0786 | 1.0851 |
Total Trades | 796 | 398 | 398 | 796 | 398 | 398 |
Winning Trades | 268 | 140 | 128 | 268 | 140 | 128 |
Losing Trades | 528 | 258 | 270 | 528 | 258 | 270 |
Profitability (%) | 33.6683 | 35.1759 | 32.1608 | 33.6683 | 35.1759 | 32.1608 |
Ratio Avg Win / Avg Loss | 2.6568 | 2.9399 | 2.3716 | 2.1314 | 1.9876 | 2.289 |
Largest Winning Trade | 293274 | 293274 | 43876 | 617790 | 617790 | 492430 |
Largest Losing Trade | -25501 | -14522 | -25501 | -216547 | -216547 | -182752 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 9655 | 4787 | 4868 | 9655 | 4787 | 4868 |
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 | 301797 | 265735 | -208307 | -185096 | -226639 | -216753 |
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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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