Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823371.6706 | 665541.0621 | 157830.6085 | 1933167.8139 | 130095.1759 | 1803072.638 |
Total P&L (%) | 823.3717 | 665.5411 | 157.8306 | 1933.1678 | 130.0952 | 1803.0726 |
Avg Daily Profit (%) | 0.3402 | 0.275 | 0.0652 | 0.1245 | 0.0344 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123842 | -117759 | -121415 | -2681465 | -2905593 | -841297 |
Profit Factor | 1.5209 | 1.8102 | 1.2079 | 1.0989 | 1.0117 | 1.2137 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
Losing Trades | 296 | 156 | 140 | 296 | 156 | 140 |
Profitability (%) | 34.8018 | 31.2775 | 38.326 | 34.8018 | 31.2775 | 38.326 |
Ratio Avg Win / Avg Loss | 2.8492 | 3.9774 | 1.9437 | 2.0587 | 2.2229 | 1.9531 |
Largest Winning Trade | 251984 | 251984 | 48433 | 2177051 | 2177051 | 664994 |
Largest Losing Trade | -30299 | -22017 | -30299 | -668375 | -668375 | -454383 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 27 | 34 | 22 | 27 | 34 | 22 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7199 | 3917 | 3282 | 7199 | 3917 | 3282 |
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 | 306747 | 206704 | -108857 | -140242 | -359800 | -32958 |
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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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