Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514366.5953 | 390724.455 | 123642.1404 | 1255462.0204 | 1151258.4137 | 104203.6067 |
Total P&L (%) | 514.3666 | 390.7245 | 123.6421 | 1255.462 | 1151.2584 | 104.2036 |
Avg Daily Profit (%) | 0.4167 | 0.3166 | 0.1002 | 0.2114 | 0.2049 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154327 | -79664 | -131591 | -606866 | -407466 | -541601 |
Profit Factor | 1.3488 | 1.5276 | 1.1684 | 1.1998 | 1.361 | 1.0337 |
Total Trades | 549 | 275 | 274 | 549 | 275 | 274 |
Winning Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Losing Trades | 360 | 181 | 179 | 360 | 181 | 179 |
Profitability (%) | 34.4262 | 34.1818 | 34.6715 | 34.4262 | 34.1818 | 34.6715 |
Ratio Avg Win / Avg Loss | 2.5691 | 2.9415 | 2.2015 | 2.2854 | 2.6207 | 1.9477 |
Largest Winning Trade | 101135 | 101135 | 41875 | 589170 | 589170 | 229033 |
Largest Losing Trade | -26790 | -26790 | -18857 | -119735 | -105410 | -119735 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 14599 | 7413 | 7186 | 14599 | 7413 | 7186 |
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 | 305037 | 223649 | -98201 | 203029 | 167652 | -302825 |
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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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