Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557150.9117 | 371888.8761 | 185262.0356 | 1018665.2663 | 825507.8851 | 193157.3813 |
Total P&L (%) | 557.1509 | 371.8889 | 185.262 | 1018.6653 | 825.5079 | 193.1574 |
Avg Daily Profit (%) | 0.5418 | 0.3616 | 0.1802 | 0.2351 | 0.2166 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149195 | -154821 | -114463 | -960322 | -497275 | -539901 |
Profit Factor | 1.4606 | 1.584 | 1.3235 | 1.2522 | 1.4042 | 1.0967 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 186 | 86 | 100 | 186 | 86 | 100 |
Losing Trades | 186 | 100 | 86 | 186 | 100 | 86 |
Profitability (%) | 50 | 46.2366 | 53.7634 | 50 | 46.2366 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.4606 | 1.8418 | 1.1382 | 1.2522 | 1.6328 | 0.9432 |
Largest Winning Trade | 203375 | 203375 | 26937 | 779799 | 779799 | 142004 |
Largest Losing Trade | -32569 | -25066 | -32569 | -539901 | -214707 | -539901 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 12215 | 6371 | 5844 | 12215 | 6371 | 5844 |
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 | 502899 | 391966 | 309066 | 362667 | 322794 | -168176 |
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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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