Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149422.0879 | 969520.7515 | 179901.3364 | 2279258.6268 | 445055.7504 | 1834202.8764 |
Total P&L (%) | 1149.4221 | 969.5208 | 179.9013 | 2279.2586 | 445.0558 | 1834.2029 |
Avg Daily Profit (%) | 0.4957 | 0.4181 | 0.0776 | 0.1368 | 0.0732 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104892 | -108649 | -235496 | -2598315 | -1960810 | -1356972 |
Profit Factor | 1.5832 | 1.9699 | 1.1852 | 1.1889 | 1.066 | 1.3447 |
Total Trades | 521 | 260 | 261 | 521 | 260 | 261 |
Winning Trades | 177 | 79 | 98 | 177 | 79 | 98 |
Losing Trades | 344 | 181 | 163 | 344 | 181 | 163 |
Profitability (%) | 33.9731 | 30.3846 | 37.5479 | 33.9731 | 30.3846 | 37.5479 |
Ratio Avg Win / Avg Loss | 3.0769 | 4.5133 | 1.9713 | 2.3106 | 2.4423 | 2.2366 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1130367 | 1130367 | 528530 |
Largest Losing Trade | -24720 | -18754 | -24720 | -536318 | -536318 | -413059 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 9223 | 4715 | 4508 | 9223 | 4715 | 4508 |
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 | 369294 | 255543 | -108809 | -24885 | -248645 | -24229 |
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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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