Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816655.938 | 618547.1882 | 198108.7498 | 817871.1372 | 386466.6479 | 431404.4893 |
Total P&L (%) | 816.6559 | 618.5472 | 198.1088 | 817.8711 | 386.4666 | 431.4045 |
Avg Daily Profit (%) | 0.5505 | 0.417 | 0.1335 | 0.1496 | 0.1067 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112307 | -92776 | -79920 | -2459796 | -2155324 | -1327288 |
Profit Factor | 1.7326 | 2.1314 | 1.3488 | 1.0617 | 1.0592 | 1.0641 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 155 | 70 | 85 | 155 | 70 | 85 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 43.7853 | 39.548 | 48.0226 | 43.7853 | 39.548 | 48.0226 |
Ratio Avg Win / Avg Loss | 2.2244 | 3.258 | 1.4598 | 1.363 | 1.6191 | 1.1517 |
Largest Winning Trade | 556599 | 556599 | 39076 | 844345 | 844345 | 577738 |
Largest Losing Trade | -37620 | -18336 | -37620 | -427862 | -427862 | -331983 |
Avg Bars in Trades | 49 | 38 | 60 | 49 | 38 | 60 |
Avg Bars in Winners | 71 | 57 | 83 | 71 | 57 | 83 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 17650 | 6888 | 10762 | 17650 | 6888 | 10762 |
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 | 495066 | 369101 | -14756 | -146241 | -208524 | -193048 |
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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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