Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720220.7895 | 549954.1076 | 170266.6819 | 612005.9771 | 62319.0278 | 549686.9493 |
Total P&L (%) | 720.2208 | 549.9541 | 170.2667 | 612.006 | 62.319 | 549.6869 |
Avg Daily Profit (%) | 0.4874 | 0.3722 | 0.1152 | 0.1329 | 0.0328 | 0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114150 | -108919 | -73224 | -1564547 | -1253749 | -659390 |
Profit Factor | 1.6093 | 1.89 | 1.3018 | 1.0765 | 1.0146 | 1.1468 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Losing Trades | 233 | 121 | 112 | 233 | 121 | 112 |
Profitability (%) | 43.8554 | 41.8269 | 45.8937 | 43.8554 | 41.8269 | 45.8937 |
Ratio Avg Win / Avg Loss | 2.0603 | 2.6286 | 1.5348 | 1.3781 | 1.4112 | 1.352 |
Largest Winning Trade | 418013 | 418013 | 57679 | 690034 | 690034 | 429272 |
Largest Losing Trade | -23820 | -20403 | -23820 | -348716 | -227550 | -348716 |
Avg Bars in Trades | 41 | 36 | 47 | 41 | 36 | 47 |
Avg Bars in Winners | 59 | 47 | 70 | 59 | 47 | 70 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 17392 | 7527 | 9865 | 17392 | 7527 | 9865 |
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 | 479522 | 376273 | -39034 | -151768 | -356672 | -83564 |
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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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