Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631440.2757 | 466411.4841 | 165028.7916 | 2664914.9073 | 978895.5792 | 1686019.3281 |
Total P&L (%) | 631.4403 | 466.4115 | 165.0288 | 2664.9149 | 978.8956 | 1686.0193 |
Avg Daily Profit (%) | 0.3379 | 0.2496 | 0.0883 | 0.1778 | 0.1274 | 0.1544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71348 | -66773 | -77624 | -956105 | -690447 | -752411 |
Profit Factor | 1.8641 | 2.1981 | 1.4833 | 1.3502 | 1.2507 | 1.455 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 47.6563 | 45.3125 | 50 | 47.6563 | 45.3125 | 50 |
Ratio Avg Win / Avg Loss | 2.0474 | 2.6528 | 1.4833 | 1.483 | 1.5094 | 1.455 |
Largest Winning Trade | 238606 | 238606 | 44935 | 1164554 | 1164554 | 734779 |
Largest Losing Trade | -21529 | -19204 | -21529 | -349720 | -349720 | -335836 |
Avg Bars in Trades | 86 | 79 | 92 | 86 | 79 | 92 |
Avg Bars in Winners | 118 | 105 | 130 | 118 | 105 | 130 |
Avg Bars in Losers | 56 | 58 | 54 | 56 | 58 | 54 |
Bars Traded | 22104 | 10235 | 11869 | 22104 | 10235 | 11869 |
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 | 474553 | 366832 | -74075 | 311980 | -23728 | 304716 |
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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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