Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711342.3825 | 610720.2116 | 100622.1708 | 1592427.2571 | 441537.6982 | 1150889.559 |
Total P&L (%) | 711.3424 | 610.7202 | 100.6222 | 1592.4273 | 441.5377 | 1150.8896 |
Avg Daily Profit (%) | 0.3839 | 0.3296 | 0.0543 | 0.1528 | 0.0912 | 0.1364 |
Buy And Hold Return (%) | 28.3691 | 28.3691 | 28.3691 | 28.3691 | 28.3691 | 28.3691 |
Max Trade Drawdown | -89606 | -68392 | -88631 | -1966313 | -1163125 | -895384 |
Profit Factor | 1.6846 | 2.2497 | 1.1828 | 1.1154 | 1.0625 | 1.1708 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 48.7106 | 46.8571 | 50.5747 | 48.7106 | 46.8571 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.7737 | 2.5515 | 1.1559 | 1.1745 | 1.2051 | 1.1442 |
Largest Winning Trade | 324997 | 324997 | 66787 | 758382 | 752798 | 758382 |
Largest Losing Trade | -30683 | -20057 | -30683 | -596448 | -333034 | -596448 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 39 | 27 | 50 | 39 | 27 | 50 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 10770 | 4582 | 6188 | 10770 | 4582 | 6188 |
Profit Streak | 0 | 0 | 10.3161 | 0 | 0 | 10.3161 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508482 | 462391 | -141367 | -84614 | -223495 | -42024 |
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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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