Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499831.1537 | 302596.7524 | 197234.4013 | 1486727.6895 | 1193941.1107 | 292786.5788 |
Total P&L (%) | 499.8312 | 302.5968 | 197.2344 | 1486.7277 | 1193.9411 | 292.7866 |
Avg Daily Profit (%) | 0.2967 | 0.1796 | 0.1171 | 0.1642 | 0.1521 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81539 | -92538 | -54972 | -2211624 | -1013875 | -1428673 |
Profit Factor | 1.6186 | 1.7206 | 1.5082 | 1.2367 | 1.3865 | 1.0917 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 198 | 107 | 91 | 198 | 107 | 91 |
Profitability (%) | 40.5405 | 35.9281 | 45.1807 | 40.5405 | 35.9281 | 45.1807 |
Ratio Avg Win / Avg Loss | 2.3739 | 3.0684 | 1.83 | 1.8138 | 2.4726 | 1.3246 |
Largest Winning Trade | 105185 | 105185 | 50727 | 921520 | 921520 | 471976 |
Largest Losing Trade | -29308 | -22303 | -29308 | -307118 | -307118 | -267409 |
Avg Bars in Trades | 60 | 47 | 72 | 60 | 47 | 72 |
Avg Bars in Winners | 100 | 84 | 113 | 100 | 84 | 113 |
Avg Bars in Losers | 32 | 27 | 38 | 32 | 27 | 38 |
Bars Traded | 20017 | 8004 | 12011 | 20017 | 8004 | 12011 |
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 | 344678 | 199976 | -35789 | 237697 | 151158 | -205667 |
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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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