Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837962.9294 | 685111.5905 | 152851.3389 | 1781702.6523 | 632366.9035 | 1149335.7488 |
Total P&L (%) | 837.9629 | 685.1116 | 152.8513 | 1781.7027 | 632.3669 | 1149.3357 |
Avg Daily Profit (%) | 0.3478 | 0.2844 | 0.0634 | 0.1219 | 0.0827 | 0.1049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121311 | -100900 | -175251 | -2119664 | -2388029 | -941009 |
Profit Factor | 1.4807 | 1.7747 | 1.178 | 1.1228 | 1.0785 | 1.1782 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 185 | 84 | 101 | 185 | 84 | 101 |
Losing Trades | 351 | 184 | 167 | 351 | 184 | 167 |
Profitability (%) | 34.5149 | 31.3433 | 37.6866 | 34.5149 | 31.3433 | 37.6866 |
Ratio Avg Win / Avg Loss | 2.8093 | 3.8874 | 1.9477 | 2.1302 | 2.3623 | 1.9481 |
Largest Winning Trade | 276175 | 276175 | 44025 | 1960089 | 1960089 | 560800 |
Largest Losing Trade | -25608 | -25608 | -20820 | -284974 | -284974 | -249091 |
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 | 9522 | 5008 | 4514 | 9522 | 5008 | 4514 |
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 | 311645 | 215749 | -135527 | -117176 | -221400 | -79661 |
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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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