Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556507.5793 | 320024.2277 | 236483.3516 | 2039955.0264 | 943427.5922 | 1096527.4342 |
Total P&L (%) | 556.5076 | 320.0242 | 236.4834 | 2039.955 | 943.4276 | 1096.5274 |
Avg Daily Profit (%) | 0.4101 | 0.2358 | 0.1743 | 0.226 | 0.173 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94446 | -75875 | -134620 | -1044353 | -1023208 | -885708 |
Profit Factor | 1.3153 | 1.3344 | 1.2927 | 1.1691 | 1.1395 | 1.2069 |
Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
Winning Trades | 329 | 153 | 176 | 329 | 153 | 176 |
Losing Trades | 281 | 152 | 129 | 281 | 152 | 129 |
Profitability (%) | 53.9344 | 50.1639 | 57.7049 | 53.9344 | 50.1639 | 57.7049 |
Ratio Avg Win / Avg Loss | 1.1234 | 1.3257 | 0.9475 | 0.9985 | 1.132 | 0.8846 |
Largest Winning Trade | 54715 | 54715 | 22535 | 389705 | 389705 | 231918 |
Largest Losing Trade | -33895 | -33895 | -28654 | -495762 | -495762 | -276499 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 16234 | 8121 | 8113 | 16234 | 8121 | 8113 |
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 | 503486 | 344156 | 291242 | -23989 | -57984 | 290055 |
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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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