Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644694.2361 | 576285.7585 | 68408.4777 | 223724.4464 | 67668.4654 | 156055.981 |
Total P&L (%) | 644.6942 | 576.2858 | 68.4085 | 223.7244 | 67.6685 | 156.056 |
Avg Daily Profit (%) | 0.2657 | 0.2375 | 0.0282 | 0.0484 | 0.0213 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173186 | -104450 | -265520 | -1342200 | -1046148 | -596277 |
Profit Factor | 1.2776 | 1.515 | 1.0568 | 1.0207 | 1.0124 | 1.0291 |
Total Trades | 981 | 491 | 490 | 981 | 491 | 490 |
Winning Trades | 325 | 152 | 173 | 325 | 152 | 173 |
Losing Trades | 656 | 339 | 317 | 656 | 339 | 317 |
Profitability (%) | 33.1295 | 30.9572 | 35.3061 | 33.1295 | 30.9572 | 35.3061 |
Ratio Avg Win / Avg Loss | 2.5787 | 3.3788 | 1.9365 | 2.0603 | 2.258 | 1.8858 |
Largest Winning Trade | 289073 | 289073 | 44196 | 379441 | 379441 | 291089 |
Largest Losing Trade | -20231 | -17226 | -20231 | -184296 | -184296 | -125542 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 14496 | 6948 | 7548 | 14496 | 6948 | 7548 |
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 | 305910 | 206989 | -315647 | -326016 | -375408 | -331922 |
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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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