Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582619.5646 | 435054.3432 | 147565.2214 | 1364350.3097 | 788879.2256 | 575471.0842 |
Total P&L (%) | 582.6196 | 435.0543 | 147.5652 | 1364.3503 | 788.8792 | 575.4711 |
Avg Daily Profit (%) | 0.2445 | 0.1825 | 0.0619 | 0.1127 | 0.0917 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195034 | -175778 | -63725 | -1118309 | -1200272 | -448905 |
Profit Factor | 1.3296 | 1.4181 | 1.203 | 1.1608 | 1.1511 | 1.1761 |
Total Trades | 587 | 293 | 294 | 587 | 293 | 294 |
Winning Trades | 285 | 123 | 162 | 285 | 123 | 162 |
Losing Trades | 302 | 170 | 132 | 302 | 170 | 132 |
Profitability (%) | 48.552 | 41.9795 | 55.102 | 48.552 | 41.9795 | 55.102 |
Ratio Avg Win / Avg Loss | 1.4089 | 1.96 | 0.9802 | 1.23 | 1.591 | 0.9583 |
Largest Winning Trade | 62009 | 62009 | 23879 | 434184 | 434184 | 177096 |
Largest Losing Trade | -49811 | -40649 | -49811 | -297153 | -297153 | -199933 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 11 | 18 | 5 | 11 | 18 | 5 |
Avg Bars in Losers | 13 | 18 | 6 | 13 | 18 | 6 |
Bars Traded | 7099 | 5298 | 1801 | 7099 | 5298 | 1801 |
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 | 412711 | 270875 | -110506 | -83059 | -125131 | -112015 |
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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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