Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634745.5325 | 531977.0917 | 102768.4407 | 818202.8006 | 195029.9035 | 623172.8971 |
Total P&L (%) | 634.7455 | 531.9771 | 102.7684 | 818.2028 | 195.0299 | 623.1729 |
Avg Daily Profit (%) | 0.3381 | 0.2833 | 0.0547 | 0.1182 | 0.0576 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97946 | -67829 | -91841 | -1538571 | -1281280 | -702685 |
Profit Factor | 1.7698 | 2.3205 | 1.2437 | 1.1081 | 1.0478 | 1.1785 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 42.0863 | 40.2878 | 43.8849 | 42.0863 | 40.2878 | 43.8849 |
Ratio Avg Win / Avg Loss | 2.4353 | 3.4394 | 1.5903 | 1.5249 | 1.553 | 1.507 |
Largest Winning Trade | 426574 | 426574 | 46891 | 885895 | 885895 | 428932 |
Largest Losing Trade | -21571 | -15778 | -21571 | -409619 | -317625 | -409619 |
Avg Bars in Trades | 80 | 66 | 93 | 80 | 66 | 93 |
Avg Bars in Winners | 126 | 105 | 146 | 126 | 105 | 146 |
Avg Bars in Losers | 46 | 40 | 51 | 46 | 40 | 51 |
Bars Traded | 22259 | 9282 | 12977 | 22259 | 9282 | 12977 |
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 | 394207 | 331411 | -121543 | -136953 | -286713 | -77423 |
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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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