Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592336.3367 | 417039.4218 | 175296.9149 | 2278746.3758 | 1087656.1688 | 1191090.207 |
Total P&L (%) | 592.3363 | 417.0394 | 175.2969 | 2278.7464 | 1087.6562 | 1191.0902 |
Avg Daily Profit (%) | 0.2683 | 0.1889 | 0.0794 | 0.1436 | 0.1121 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187335 | -78514 | -138924 | -444247 | -459389 | -323118 |
Profit Factor | 1.7037 | 1.9796 | 1.4213 | 1.9181 | 1.8207 | 2.0297 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 51.2397 | 52.0661 | 50.4132 | 51.2397 | 52.0661 | 50.4132 |
Ratio Avg Win / Avg Loss | 1.6212 | 1.8225 | 1.398 | 1.8253 | 1.6762 | 1.9964 |
Largest Winning Trade | 138237 | 138237 | 43465 | 624783 | 624783 | 385032 |
Largest Losing Trade | -41402 | -35942 | -41402 | -256987 | -253266 | -256987 |
Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Winners | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
Bars Traded | 6465 | 3789 | 2676 | 6465 | 3789 | 2676 |
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 | 487956 | 407591 | -86026 | 160894 | -39385 | -33870 |
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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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