Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153284.5394 | 958842.3693 | 194442.1701 | 3080100.7075 | 32944.9773 | 3047155.7302 |
Total P&L (%) | 1153.2845 | 958.8424 | 194.4422 | 3080.1007 | 32.945 | 3047.1557 |
Avg Daily Profit (%) | 0.4972 | 0.4133 | 0.0838 | 0.1492 | 0.0123 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96904 | -97044 | -226161 | -5056417 | -4562439 | -1969603 |
Profit Factor | 1.6056 | 2.0217 | 1.2013 | 1.1342 | 1.0026 | 1.297 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 170 | 74 | 96 | 170 | 74 | 96 |
Losing Trades | 323 | 172 | 151 | 323 | 172 | 151 |
Profitability (%) | 34.4828 | 30.0813 | 38.8664 | 34.4828 | 30.0813 | 38.8664 |
Ratio Avg Win / Avg Loss | 3.0507 | 4.6991 | 1.8896 | 2.155 | 2.3304 | 2.04 |
Largest Winning Trade | 489216 | 489216 | 61077 | 2687177 | 2687177 | 1072262 |
Largest Losing Trade | -24720 | -18927 | -24720 | -1561047 | -1129772 | -1561047 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 9223 | 4642 | 4581 | 9223 | 4642 | 4581 |
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 | 375706 | 250794 | -83769 | -68340 | -402583 | 139089 |
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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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