Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840798.7187 | 733546.7566 | 107251.9621 | 2482103.6199 | 1632088.9073 | 850014.7126 |
Total P&L (%) | 840.7987 | 733.5468 | 107.252 | 2482.1036 | 1632.0889 | 850.0147 |
Avg Daily Profit (%) | 0.336 | 0.2931 | 0.0429 | 0.13 | 0.114 | 0.09 |
Buy And Hold Return (%) | 193.3601 | 193.3601 | 193.3601 | 193.3601 | 193.3601 | 193.3601 |
Max Trade Drawdown | -153840 | -81639 | -100440 | -970219 | -458049 | -700763 |
Profit Factor | 1.6566 | 2.1595 | 1.1655 | 1.5197 | 1.7216 | 1.3381 |
Total Trades | 447 | 224 | 223 | 447 | 224 | 223 |
Winning Trades | 212 | 94 | 118 | 212 | 94 | 118 |
Losing Trades | 235 | 130 | 105 | 235 | 130 | 105 |
Profitability (%) | 47.4273 | 41.9643 | 52.9148 | 47.4273 | 41.9643 | 52.9148 |
Ratio Avg Win / Avg Loss | 1.8363 | 2.9865 | 1.0371 | 1.6846 | 2.3809 | 1.1907 |
Largest Winning Trade | 402167 | 402167 | 32344 | 759771 | 759771 | 248368 |
Largest Losing Trade | -54628 | -16013 | -54628 | -300252 | -84567 | -300252 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 14978 | 6331 | 8648 | 14978 | 6331 | 8648 |
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 | 423384 | 299002 | -338874 | -15180 | -39319 | -72949 |
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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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