Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821746.4324 | 678114.8617 | 143631.5707 | 1181981.3225 | -76966.6017 | 1258947.9242 |
Total P&L (%) | 821.7464 | 678.1149 | 143.6316 | 1181.9813 | -76.9666 | 1258.9479 |
Avg Daily Profit (%) | 0.3412 | 0.2816 | 0.0596 | 0.106 | -0.0609 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151275 | -101743 | -130760 | -5201662 | -4008090 | -2196375 |
Profit Factor | 1.5491 | 1.8297 | 1.2115 | 1.0526 | 0.9939 | 1.1276 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 220 | 105 | 115 | 220 | 105 | 115 |
Losing Trades | 262 | 136 | 126 | 262 | 136 | 126 |
Profitability (%) | 45.6432 | 43.5685 | 47.7178 | 45.6432 | 43.5685 | 47.7178 |
Ratio Avg Win / Avg Loss | 1.8449 | 2.3699 | 1.3274 | 1.2536 | 1.2873 | 1.2354 |
Largest Winning Trade | 336467 | 336467 | 39637 | 2462099 | 2462099 | 1241539 |
Largest Losing Trade | -41656 | -23808 | -41656 | -808194 | -775279 | -808194 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 14353 | 6757 | 7596 | 14353 | 6757 | 7596 |
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 | 470314 | 384784 | -113931 | -212607 | -580629 | -128246 |
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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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