Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832621.3607 | 669847.2765 | 162774.0842 | 1703164.9481 | 526347.447 | 1176817.501 |
Total P&L (%) | 832.6214 | 669.8473 | 162.7741 | 1703.1649 | 526.3474 | 1176.8175 |
Avg Daily Profit (%) | 0.3443 | 0.277 | 0.0673 | 0.1197 | 0.0759 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121311 | -100900 | -175251 | -2152247 | -2441568 | -930202 |
Profit Factor | 1.4799 | 1.7584 | 1.1911 | 1.117 | 1.0654 | 1.1809 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 183 | 82 | 101 | 183 | 82 | 101 |
Losing Trades | 348 | 183 | 165 | 348 | 183 | 165 |
Profitability (%) | 34.4633 | 30.9434 | 37.9699 | 34.4633 | 30.9434 | 37.9699 |
Ratio Avg Win / Avg Loss | 2.8142 | 3.9241 | 1.9459 | 2.1241 | 2.3776 | 1.9292 |
Largest Winning Trade | 276175 | 276175 | 44025 | 1937578 | 1937578 | 554359 |
Largest Losing Trade | -25608 | -25608 | -20820 | -281701 | -281701 | -246230 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 9420 | 4928 | 4492 | 9420 | 4928 | 4492 |
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 | 308716 | 206177 | -115833 | -126577 | -245027 | -75910 |
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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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