Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830626.0116 | 669729.9438 | 160896.0679 | 1989096.0567 | 1782667.7558 | 206428.301 |
Total P&L (%) | 830.626 | 669.7299 | 160.8961 | 1989.0961 | 1782.6678 | 206.4283 |
Avg Daily Profit (%) | 0.3441 | 0.2775 | 0.0667 | 0.126 | 0.1217 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130361 | -133511 | -82317 | -5342604 | -4374048 | -1700473 |
Profit Factor | 1.6484 | 2.059 | 1.2481 | 1.0951 | 1.1566 | 1.0216 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Losing Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Profitability (%) | 48.7805 | 48.1707 | 49.3902 | 48.7805 | 48.1707 | 49.3902 |
Ratio Avg Win / Avg Loss | 1.7309 | 2.2154 | 1.2789 | 1.1498 | 1.2444 | 1.0469 |
Largest Winning Trade | 183848 | 183848 | 56045 | 3268810 | 3268810 | 699185 |
Largest Losing Trade | -47396 | -47396 | -32954 | -2328232 | -2328232 | -764017 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 7142 | 3912 | 3230 | 7142 | 3912 | 3230 |
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 | 500763 | 449426 | -103815 | -138834 | -78563 | -327314 |
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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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