Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018782.1393 | 770328.0508 | 248454.0885 | 3205524.5954 | 639028.6932 | 2566495.9022 |
Total P&L (%) | 1018.7821 | 770.3281 | 248.4541 | 3205.5246 | 639.0287 | 2566.4959 |
Avg Daily Profit (%) | 0.6913 | 0.5227 | 0.1686 | 0.2377 | 0.1358 | 0.223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103209 | -132248 | -67413 | -3371613 | -2018225 | -2146258 |
Profit Factor | 1.7754 | 2.101 | 1.4045 | 1.1528 | 1.0556 | 1.2706 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 165 | 68 | 97 | 165 | 68 | 97 |
Losing Trades | 357 | 193 | 164 | 357 | 193 | 164 |
Profitability (%) | 31.6092 | 26.0536 | 37.1648 | 31.6092 | 26.0536 | 37.1648 |
Ratio Avg Win / Avg Loss | 3.8413 | 5.963 | 2.3747 | 2.4943 | 2.9961 | 2.1482 |
Largest Winning Trade | 601276 | 601276 | 36717 | 1505658 | 1505658 | 798784 |
Largest Losing Trade | -20193 | -19518 | -20193 | -461038 | -461038 | -453508 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4386 | 1942 | 2444 | 4386 | 1942 | 2444 |
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 | 412464 | -9292 | 190171 | -47083 | -193609 | 192458 |
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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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