Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700557.5993 | 465748.3036 | 234809.2957 | 1667543.6167 | 1364377.0502 | 303166.5664 |
Total P&L (%) | 700.5576 | 465.7483 | 234.8093 | 1667.5436 | 1364.3771 | 303.1666 |
Avg Daily Profit (%) | 0.3672 | 0.2441 | 0.1231 | 0.1507 | 0.1408 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191108 | -135686 | -111833 | -1371492 | -1223620 | -1681827 |
Profit Factor | 1.264 | 1.3543 | 1.1753 | 1.109 | 1.1834 | 1.0385 |
Total Trades | 887 | 443 | 444 | 887 | 443 | 444 |
Winning Trades | 465 | 221 | 244 | 465 | 221 | 244 |
Losing Trades | 422 | 222 | 200 | 422 | 222 | 200 |
Profitability (%) | 52.4239 | 49.8871 | 54.955 | 52.4239 | 49.8871 | 54.955 |
Ratio Avg Win / Avg Loss | 1.1471 | 1.3605 | 0.9634 | 1.0064 | 1.1887 | 0.8513 |
Largest Winning Trade | 106267 | 106267 | 33112 | 499933 | 499933 | 195732 |
Largest Losing Trade | -40995 | -24949 | -40995 | -1228063 | -290899 | -1228063 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 11222 | 5605 | 5617 | 11222 | 5605 | 5617 |
Profit Streak | 0 | 7.4447 | 0 | 0 | 7.4447 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539001 | 399150 | -55333 | -87424 | -20826 | -272431 |
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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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