Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853671.3141 | 626838.0085 | 226833.3056 | 1927115.3522 | 886891.2283 | 1040224.1239 |
Total P&L (%) | 853.6713 | 626.838 | 226.8333 | 1927.1154 | 886.8912 | 1040.2241 |
Avg Daily Profit (%) | 0.5782 | 0.4245 | 0.1536 | 0.204 | 0.1552 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112884 | -85274 | -64142 | -5579686 | -4071826 | -2932333 |
Profit Factor | 1.867 | 2.31 | 1.4482 | 1.1085 | 1.094 | 1.1249 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 134 | 58 | 76 | 134 | 58 | 76 |
Losing Trades | 178 | 98 | 80 | 178 | 98 | 80 |
Profitability (%) | 42.9487 | 37.1795 | 48.7179 | 42.9487 | 37.1795 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4801 | 3.9032 | 1.5244 | 1.4725 | 1.8485 | 1.1842 |
Largest Winning Trade | 475158 | 475158 | 40476 | 2274413 | 2274413 | 1539983 |
Largest Losing Trade | -37776 | -17577 | -37776 | -991830 | -909880 | -991830 |
Avg Bars in Trades | 56 | 43 | 69 | 56 | 43 | 69 |
Avg Bars in Winners | 84 | 63 | 100 | 84 | 63 | 100 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 17488 | 6711 | 10777 | 17488 | 6711 | 10777 |
Profit Streak | 0 | 0 | 9.9561 | 0 | 0 | 9.9561 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493308 | 346737 | 351081 | -94220 | -113105 | -74920 |
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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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