Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488948.8624 | 299071.9534 | 189876.9091 | 3223319.9541 | 2530320.8242 | 692999.1299 |
Total P&L (%) | 488.9489 | 299.072 | 189.8769 | 3223.32 | 2530.3208 | 692.9991 |
Avg Daily Profit (%) | 0.4694 | 0.2871 | 0.1823 | 0.3369 | 0.3144 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56605 | -60308 | -53013 | -629088 | -508429 | -925523 |
Profit Factor | 1.8097 | 2.0367 | 1.602 | 1.5307 | 1.9705 | 1.1999 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 197 | 106 | 91 | 197 | 106 | 91 |
Profitability (%) | 41.543 | 36.9048 | 46.1538 | 41.543 | 36.9048 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5464 | 3.4821 | 1.869 | 2.1539 | 3.3689 | 1.3999 |
Largest Winning Trade | 65134 | 65134 | 35224 | 1070531 | 1070531 | 828046 |
Largest Losing Trade | -22065 | -13611 | -22065 | -463158 | -249121 | -463158 |
Avg Bars in Trades | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Winners | 122 | 117 | 126 | 122 | 117 | 126 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 24735 | 11478 | 13258 | 24735 | 11478 | 13258 |
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 | 425869 | 268867 | 336087 | 370288 | 287659 | 224087 |
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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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