Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979819.5376 | 721132.4994 | 258687.0382 | 3011378.0167 | 961341.8717 | 2050036.1451 |
Total P&L (%) | 979.8195 | 721.1325 | 258.687 | 3011.378 | 961.3419 | 2050.0361 |
Avg Daily Profit (%) | 0.6625 | 0.4876 | 0.1749 | 0.2327 | 0.1598 | 0.2077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112525 | -156024 | -67754 | -1878454 | -2392878 | -1079991 |
Profit Factor | 2.0113 | 2.3235 | 1.6101 | 1.2228 | 1.1243 | 1.3546 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 99 | 38 | 61 | 99 | 38 | 61 |
Losing Trades | 157 | 90 | 67 | 157 | 90 | 67 |
Profitability (%) | 38.6719 | 29.6875 | 47.6563 | 38.6719 | 29.6875 | 47.6563 |
Ratio Avg Win / Avg Loss | 3.1896 | 5.5029 | 1.7685 | 1.9392 | 2.6628 | 1.4879 |
Largest Winning Trade | 553312 | 553312 | 31755 | 2224882 | 2224882 | 701145 |
Largest Losing Trade | -24087 | -21795 | -24087 | -560228 | -560228 | -355451 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4398 | 1986 | 2412 | 4398 | 1986 | 2412 |
Profit Streak | 0 | 0 | 13.3097 | 0 | 0 | 13.3097 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468878 | 209820 | 367594 | 225079 | -84098 | 297989 |
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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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