Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603493.052 | 451394.6051 | 152098.4469 | 2185154.4187 | 696825.6448 | 1488328.7739 |
Total P&L (%) | 603.4931 | 451.3946 | 152.0984 | 2185.1544 | 696.8256 | 1488.3288 |
Avg Daily Profit (%) | 0.3264 | 0.2441 | 0.0823 | 0.1694 | 0.1123 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125714 | -88041 | -120634 | -2960466 | -2191651 | -1840329 |
Profit Factor | 1.3753 | 1.5728 | 1.1855 | 1.0818 | 1.0503 | 1.1158 |
Total Trades | 659 | 330 | 329 | 659 | 330 | 329 |
Winning Trades | 240 | 122 | 118 | 240 | 122 | 118 |
Losing Trades | 419 | 208 | 211 | 419 | 208 | 211 |
Profitability (%) | 36.4188 | 36.9697 | 35.8663 | 36.4188 | 36.9697 | 35.8663 |
Ratio Avg Win / Avg Loss | 2.401 | 2.6815 | 2.1197 | 1.8887 | 1.7907 | 1.9953 |
Largest Winning Trade | 120972 | 120972 | 41564 | 1422535 | 1422535 | 557627 |
Largest Losing Trade | -24180 | -20635 | -24180 | -403987 | -403987 | -376293 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5517 | 2701 | 2816 | 5517 | 2701 | 2816 |
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 | 331621 | 260664 | -102601 | -123186 | -210352 | -88880 |
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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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