Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776314.6094 | 619918.0701 | 156396.5393 | 327749.7888 | 30902.0684 | 296847.7204 |
Total P&L (%) | 776.3146 | 619.9181 | 156.3965 | 327.7498 | 30.9021 | 296.8477 |
Avg Daily Profit (%) | 0.5246 | 0.4189 | 0.1057 | 0.0983 | 0.0182 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80875 | -147597 | -82743 | -493652 | -499314 | -314002 |
Profit Factor | 1.4743 | 1.7182 | 1.2021 | 1.0542 | 1.0097 | 1.1042 |
Total Trades | 581 | 290 | 291 | 581 | 290 | 291 |
Winning Trades | 176 | 69 | 107 | 176 | 69 | 107 |
Losing Trades | 405 | 221 | 184 | 405 | 221 | 184 |
Profitability (%) | 30.2926 | 23.7931 | 36.7698 | 30.2926 | 23.7931 | 36.7698 |
Ratio Avg Win / Avg Loss | 3.3925 | 5.5033 | 2.0672 | 2.4258 | 3.2338 | 1.8988 |
Largest Winning Trade | 526498 | 526498 | 41532 | 293998 | 293998 | 145342 |
Largest Losing Trade | -22627 | -14801 | -22627 | -95903 | -90641 | -95903 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 8834 | 4337 | 4497 | 8834 | 4337 | 4497 |
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 | 313967 | -20729 | -55196 | -225982 | -414268 | -177282 |
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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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