Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125802.7556 | 958337.3567 | 167465.3989 | 1859177.5983 | 598930.4684 | 1260247.1299 |
Total P&L (%) | 1125.8028 | 958.3374 | 167.4654 | 1859.1776 | 598.9305 | 1260.2471 |
Avg Daily Profit (%) | 0.4878 | 0.4153 | 0.0726 | 0.129 | 0.0843 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107564 | -106430 | -237505 | -2001294 | -1411890 | -1050698 |
Profit Factor | 1.567 | 1.9469 | 1.172 | 1.1799 | 1.1064 | 1.2677 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 189 | 83 | 106 | 189 | 83 | 106 |
Losing Trades | 359 | 191 | 168 | 359 | 191 | 168 |
Profitability (%) | 34.4891 | 30.292 | 38.6861 | 34.4891 | 30.292 | 38.6861 |
Ratio Avg Win / Avg Loss | 2.9764 | 4.4803 | 1.8575 | 2.2411 | 2.5461 | 2.0092 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1003412 | 1003412 | 423219 |
Largest Losing Trade | -24720 | -18754 | -24720 | -420127 | -420127 | -328655 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 9176 | 4778 | 4398 | 9176 | 4778 | 4398 |
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 | 375606 | 254402 | -129492 | -44830 | -188873 | -43740 |
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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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