Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773940.5299 | 635025.6424 | 138914.8876 | 127564.6615 | 551627.1084 | -424062.4469 |
Total P&L (%) | 773.9405 | 635.0256 | 138.9149 | 127.5647 | 551.6271 | -424.0624 |
Avg Daily Profit (%) | 0.5226 | 0.4288 | 0.0938 | 0.0555 | 0.1266 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261334 | -166173 | -150074 | -5187736 | -3681259 | -2980013 |
Profit Factor | 1.5544 | 1.8922 | 1.203 | 1.0061 | 1.0533 | 0.9602 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 177 | 78 | 99 | 177 | 78 | 99 |
Losing Trades | 239 | 130 | 109 | 239 | 130 | 109 |
Profitability (%) | 42.5481 | 37.5 | 47.5962 | 42.5481 | 37.5 | 47.5962 |
Ratio Avg Win / Avg Loss | 2.0989 | 3.1537 | 1.3246 | 1.3585 | 1.7555 | 1.0572 |
Largest Winning Trade | 583511 | 583511 | 32090 | 1477852 | 1477852 | 909486 |
Largest Losing Trade | -55650 | -25188 | -55650 | -787403 | -787403 | -605681 |
Avg Bars in Trades | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 4 | 4 | 5 | 4 | 4 | 5 |
Bars Traded | 2938 | 1305 | 1633 | 2938 | 1305 | 1633 |
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 | 471558 | 343270 | -68374 | -333048 | -188367 | -579235 |
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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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