Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585609.7715 | 444575.8632 | 141033.9084 | 1107989.2771 | 295862.0406 | 812127.2365 |
Total P&L (%) | 585.6098 | 444.5759 | 141.0339 | 1107.9893 | 295.862 | 812.1272 |
Avg Daily Profit (%) | 0.3619 | 0.2748 | 0.0872 | 0.1541 | 0.0851 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180388 | -94252 | -204365 | -1330971 | -1474885 | -486697 |
Profit Factor | 1.4112 | 1.682 | 1.1827 | 1.1771 | 1.0839 | 1.2977 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 218 | 108 | 110 | 218 | 108 | 110 |
Losing Trades | 246 | 124 | 122 | 246 | 124 | 122 |
Profitability (%) | 46.9828 | 46.5517 | 47.4138 | 46.9828 | 46.5517 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.5925 | 1.9312 | 1.3117 | 1.3283 | 1.2444 | 1.4392 |
Largest Winning Trade | 82070 | 82070 | 51870 | 620104 | 620104 | 247496 |
Largest Losing Trade | -50687 | -31764 | -50687 | -777380 | -777380 | -148805 |
Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Winners | 49 | 36 | 62 | 49 | 36 | 62 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 19077 | 7469 | 11608 | 19077 | 7469 | 11608 |
Profit Streak | 0 | 0 | 504.3102 | 0 | 0 | 504.3102 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451732 | 387509 | -95579 | -16809 | -208325 | -9415 |
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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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