Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652498.2576 | 524175.8979 | 128322.3597 | 1337889.0852 | 1102953.3963 | 234935.6888 |
Total P&L (%) | 652.4983 | 524.1759 | 128.3224 | 1337.8891 | 1102.9534 | 234.9357 |
Avg Daily Profit (%) | 0.353 | 0.2835 | 0.0694 | 0.1443 | 0.1346 | 0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93661 | -91032 | -92091 | -5381133 | -4358873 | -3897084 |
Profit Factor | 1.5233 | 1.8692 | 1.1993 | 1.0382 | 1.0644 | 1.0131 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 267 | 139 | 128 | 267 | 139 | 128 |
Profitability (%) | 35.1942 | 32.5243 | 37.8641 | 35.1942 | 32.5243 | 37.8641 |
Ratio Avg Win / Avg Loss | 2.805 | 3.878 | 1.9681 | 1.9116 | 2.2081 | 1.6625 |
Largest Winning Trade | 296050 | 296050 | 41252 | 1864466 | 1864466 | 1328758 |
Largest Losing Trade | -44183 | -17596 | -44183 | -2325405 | -1123854 | -2325405 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5510 | 2569 | 2941 | 5510 | 2569 | 2941 |
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 | 308820 | 226948 | -104326 | -180762 | -167495 | -314517 |
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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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