Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782074.6163 | 627581.1539 | 154493.4624 | 1605650.5314 | 193222.5286 | 1412428.0028 |
Total P&L (%) | 782.0746 | 627.5812 | 154.4935 | 1605.6505 | 193.2225 | 1412.428 |
Avg Daily Profit (%) | 0.322 | 0.2584 | 0.0636 | 0.1169 | 0.0443 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81431 | -105765 | -134931 | -1916782 | -2246223 | -664891 |
Profit Factor | 1.5359 | 1.815 | 1.2241 | 1.0962 | 1.0206 | 1.1928 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 144 | 62 | 82 | 144 | 62 | 82 |
Losing Trades | 263 | 142 | 121 | 263 | 142 | 121 |
Profitability (%) | 35.3808 | 30.3922 | 40.3941 | 35.3808 | 30.3922 | 40.3941 |
Ratio Avg Win / Avg Loss | 2.8052 | 4.157 | 1.8063 | 2.0021 | 2.3376 | 1.7601 |
Largest Winning Trade | 251984 | 251984 | 39183 | 1628136 | 1628136 | 706987 |
Largest Losing Trade | -30299 | -24300 | -30299 | -603844 | -603844 | -453804 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 7217 | 3712 | 3504 | 7217 | 3712 | 3504 |
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 | 303740 | 185222 | -110209 | -153472 | -337294 | -53504 |
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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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