Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351264.8937 | 173765.0142 | 177499.8795 | 890698.7359 | 413716.4114 | 476982.3245 |
Total P&L (%) | 351.2649 | 173.765 | 177.4999 | 890.6987 | 413.7164 | 476.9823 |
Avg Daily Profit (%) | 0.3372 | 0.1668 | 0.1704 | 0.2204 | 0.1572 | 0.1684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107156 | -67241 | -86728 | -1316967 | -560189 | -1139230 |
Profit Factor | 1.315 | 1.3207 | 1.3096 | 1.1169 | 1.1134 | 1.1202 |
Total Trades | 794 | 397 | 397 | 794 | 397 | 397 |
Winning Trades | 521 | 259 | 262 | 521 | 259 | 262 |
Losing Trades | 273 | 138 | 135 | 273 | 138 | 135 |
Profitability (%) | 65.6171 | 65.2393 | 65.995 | 65.6171 | 65.2393 | 65.995 |
Ratio Avg Win / Avg Loss | 0.6891 | 0.7037 | 0.6748 | 0.5853 | 0.5932 | 0.5772 |
Largest Winning Trade | 23201 | 23201 | 22677 | 138636 | 138636 | 119135 |
Largest Losing Trade | -48614 | -22476 | -48614 | -312196 | -255262 | -312196 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 24797 | 11509 | 13288 | 24797 | 11509 | 13288 |
Profit Streak | 0 | 10.7992 | 0 | 0 | 10.7992 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500080 | 370792 | 339733 | -78785 | -85820 | -79047 |
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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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