Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620180.5347 | 410403.8206 | 209776.7141 | 1845967.8929 | 538737.9341 | 1307229.9588 |
Total P&L (%) | 620.1805 | 410.4038 | 209.7767 | 1845.9679 | 538.7379 | 1307.23 |
Avg Daily Profit (%) | 0.2607 | 0.1725 | 0.0882 | 0.1249 | 0.078 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170736 | -129324 | -96443 | -3096751 | -1778998 | -1490593 |
Profit Factor | 1.4129 | 1.5239 | 1.2919 | 1.1065 | 1.059 | 1.1595 |
Total Trades | 603 | 302 | 301 | 603 | 302 | 301 |
Winning Trades | 262 | 124 | 138 | 262 | 124 | 138 |
Losing Trades | 341 | 178 | 163 | 341 | 178 | 163 |
Profitability (%) | 43.4494 | 41.0596 | 45.8472 | 43.4494 | 41.0596 | 45.8472 |
Ratio Avg Win / Avg Loss | 1.8389 | 2.1875 | 1.5259 | 1.4402 | 1.5202 | 1.3695 |
Largest Winning Trade | 191455 | 191455 | 44113 | 2111693 | 2111693 | 731647 |
Largest Losing Trade | -26668 | -26668 | -18321 | -496217 | -361520 | -496217 |
Avg Bars in Trades | 11 | 15 | 8 | 11 | 15 | 8 |
Avg Bars in Winners | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Losers | 8 | 9 | 6 | 8 | 9 | 6 |
Bars Traded | 7105 | 4531 | 2574 | 7105 | 4531 | 2574 |
Profit Streak | 0 | 0 | 130.8823 | 0 | 0 | 130.8823 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407599 | 279877 | -73823 | -128364 | -245098 | -88950 |
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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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