Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712979.2372 | 560359.8545 | 152619.3827 | 2516522.151 | 2349217.6425 | 167304.5085 |
Total P&L (%) | 712.9792 | 560.3599 | 152.6194 | 2516.5222 | 2349.2176 | 167.3045 |
Avg Daily Profit (%) | 0.3608 | 0.2836 | 0.0772 | 0.1653 | 0.162 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98471 | -68818 | -134509 | -2886457 | -1585609 | -1926871 |
Profit Factor | 1.6401 | 2.0473 | 1.2637 | 1.2218 | 1.449 | 1.0274 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 45.5782 | 40.8163 | 50.3401 | 45.5782 | 40.8163 | 50.3401 |
Ratio Avg Win / Avg Loss | 1.9583 | 2.9686 | 1.2466 | 1.4589 | 2.101 | 1.0135 |
Largest Winning Trade | 157640 | 157640 | 61281 | 1326587 | 1326587 | 579480 |
Largest Losing Trade | -47868 | -23537 | -47868 | -1381317 | -916222 | -1381317 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 11628 | 5081 | 6547 | 11628 | 5081 | 6547 |
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 | 444095 | 320661 | -90082 | 257964 | 218945 | -316986 |
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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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