Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155346.0724 | 976353.2085 | 178992.8639 | 2431078.2399 | 440209.1831 | 1990869.0568 |
Total P&L (%) | 1155.3461 | 976.3532 | 178.9929 | 2431.0782 | 440.2092 | 1990.8691 |
Avg Daily Profit (%) | 0.5006 | 0.4231 | 0.0776 | 0.1401 | 0.0731 | 0.1318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99562 | -103174 | -219423 | -3132580 | -2462878 | -1498922 |
Profit Factor | 1.5926 | 1.9884 | 1.1861 | 1.1512 | 1.0495 | 1.2772 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 173 | 78 | 95 | 173 | 78 | 95 |
Losing Trades | 339 | 178 | 161 | 339 | 178 | 161 |
Profitability (%) | 33.7891 | 30.4688 | 37.1094 | 33.7891 | 30.4688 | 37.1094 |
Ratio Avg Win / Avg Loss | 3.1207 | 4.5376 | 2.0101 | 2.2557 | 2.3949 | 2.1645 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1601404 | 1601404 | 748774 |
Largest Losing Trade | -24720 | -18754 | -24720 | -1004659 | -617154 | -1004659 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 9176 | 4709 | 4467 | 9176 | 4709 | 4467 |
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 | 368612 | 258775 | -108053 | -62060 | -266859 | -19520 |
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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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