Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433433.2977 | 272118.9723 | 161314.3254 | 754273.6285 | 721229.3046 | 33044.3239 |
Total P&L (%) | 433.4333 | 272.119 | 161.3143 | 754.2736 | 721.2293 | 33.0443 |
Avg Daily Profit (%) | 0.2566 | 0.1611 | 0.0955 | 0.1271 | 0.1247 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108559 | -135068 | -85548 | -1892569 | -589208 | -1525138 |
Profit Factor | 1.3415 | 1.4292 | 1.254 | 1.1028 | 1.201 | 1.0088 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 300 | 144 | 156 | 300 | 144 | 156 |
Losing Trades | 348 | 180 | 168 | 348 | 180 | 168 |
Profitability (%) | 46.2963 | 44.4444 | 48.1481 | 46.2963 | 44.4444 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.5562 | 1.7865 | 1.3505 | 1.2792 | 1.5012 | 1.0864 |
Largest Winning Trade | 74694 | 74694 | 51730 | 586254 | 586254 | 455750 |
Largest Losing Trade | -23041 | -20393 | -23041 | -194977 | -176412 | -194977 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 20104 | 9352 | 10752 | 20104 | 9352 | 10752 |
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 | 413943 | 307035 | -65258 | -128521 | -26241 | -383530 |
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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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