Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693335.6943 | 564780.2802 | 128555.4141 | 659758.1607 | 36040.3274 | 623717.8333 |
Total P&L (%) | 693.3357 | 564.7803 | 128.5554 | 659.7582 | 36.0403 | 623.7178 |
Avg Daily Profit (%) | 0.2997 | 0.2441 | 0.0556 | 0.0877 | 0.0133 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144786 | -110271 | -235645 | -2991952 | -1857928 | -1261614 |
Profit Factor | 1.2715 | 1.451 | 1.0988 | 1.0561 | 1.006 | 1.1076 |
Total Trades | 880 | 440 | 440 | 880 | 440 | 440 |
Winning Trades | 308 | 128 | 180 | 308 | 128 | 180 |
Losing Trades | 572 | 312 | 260 | 572 | 312 | 260 |
Profitability (%) | 35 | 29.0909 | 40.9091 | 35 | 29.0909 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.3613 | 3.5368 | 1.5871 | 1.9613 | 2.4522 | 1.5998 |
Largest Winning Trade | 186225 | 186225 | 60604 | 750118 | 750118 | 629352 |
Largest Losing Trade | -20961 | -13065 | -20961 | -271241 | -271241 | -209004 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 13830 | 7225 | 6605 | 13830 | 7225 | 6605 |
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 | 322235 | 27721 | -231012 | -234173 | -400177 | -180885 |
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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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