Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634843.7674 | 456056.9827 | 178786.7847 | 891479.1476 | 172036.4138 | 719442.7338 |
Total P&L (%) | 634.8438 | 456.057 | 178.7868 | 891.4791 | 172.0364 | 719.4427 |
Avg Daily Profit (%) | 0.3339 | 0.2399 | 0.094 | 0.1207 | 0.0526 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134195 | -111255 | -118800 | -2230636 | -1704361 | -2044584 |
Profit Factor | 1.4735 | 1.7105 | 1.2559 | 1.0684 | 1.0278 | 1.1053 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 190 | 96 | 94 | 190 | 96 | 94 |
Profitability (%) | 38.9068 | 38.0645 | 39.7436 | 38.9068 | 38.0645 | 39.7436 |
Ratio Avg Win / Avg Loss | 2.3138 | 2.7831 | 1.9041 | 1.6777 | 1.6723 | 1.6757 |
Largest Winning Trade | 229611 | 229611 | 40991 | 574243 | 491792 | 574243 |
Largest Losing Trade | -37374 | -37374 | -28629 | -602584 | -602584 | -400142 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 11125 | 6001 | 5123 | 11125 | 6001 | 5123 |
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 | 315001 | 245460 | -70231 | -178284 | -315883 | -152140 |
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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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