Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690959.8968 | 541873.9681 | 149085.9287 | 2215440.1069 | 76116.1791 | 2139323.9279 |
Total P&L (%) | 690.9599 | 541.874 | 149.0859 | 2215.4401 | 76.1162 | 2139.3239 |
Avg Daily Profit (%) | 0.3729 | 0.2924 | 0.0804 | 0.1697 | 0.0305 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125181 | -114186 | -97902 | -3081095 | -2801204 | -2097927 |
Profit Factor | 1.5441 | 1.861 | 1.2327 | 1.0939 | 1.0063 | 1.187 |
Total Trades | 513 | 256 | 257 | 513 | 256 | 257 |
Winning Trades | 179 | 83 | 96 | 179 | 83 | 96 |
Losing Trades | 334 | 173 | 161 | 334 | 173 | 161 |
Profitability (%) | 34.8928 | 32.4219 | 37.3541 | 34.8928 | 32.4219 | 37.3541 |
Ratio Avg Win / Avg Loss | 2.8811 | 3.879 | 2.0674 | 2.0411 | 2.0974 | 1.9907 |
Largest Winning Trade | 232457 | 232457 | 44303 | 916214 | 732309 | 916214 |
Largest Losing Trade | -27613 | -14532 | -27613 | -586097 | -586097 | -431896 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 11060 | 5489 | 5571 | 11060 | 5489 | 5571 |
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 | 334262 | 237067 | -88608 | -111260 | -370378 | -9821 |
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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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