Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963597.8586 | 742687.514 | 220910.3446 | 1483070.1578 | 709151.6706 | 773918.4872 |
Total P&L (%) | 963.5979 | 742.6875 | 220.9103 | 1483.0702 | 709.1517 | 773.9185 |
Avg Daily Profit (%) | 0.6508 | 0.5016 | 0.1492 | 0.1867 | 0.1413 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89523 | -110459 | -65569 | -2245111 | -2188453 | -815564 |
Profit Factor | 1.8013 | 2.1834 | 1.3842 | 1.1193 | 1.1105 | 1.1286 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 144 | 55 | 89 | 144 | 55 | 89 |
Losing Trades | 233 | 133 | 100 | 233 | 133 | 100 |
Profitability (%) | 38.1963 | 29.2553 | 47.0899 | 38.1963 | 29.2553 | 47.0899 |
Ratio Avg Win / Avg Loss | 2.9146 | 5.2797 | 1.5553 | 1.811 | 2.6855 | 1.2681 |
Largest Winning Trade | 597238 | 597238 | 43654 | 1299791 | 1299791 | 541726 |
Largest Losing Trade | -31988 | -20654 | -31988 | -526462 | -471836 | -526462 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 4403 | 2168 | 2235 | 4403 | 2168 | 2235 |
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 | 466765 | 158985 | 266820 | -82644 | -112171 | -76548 |
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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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