Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855010.5737 | 690643.8322 | 164366.7415 | 2141461.5653 | 759331.9042 | 1382129.6611 |
Total P&L (%) | 855.0106 | 690.6438 | 164.3667 | 2141.4616 | 759.3319 | 1382.1297 |
Avg Daily Profit (%) | 0.3549 | 0.2867 | 0.0682 | 0.1292 | 0.0893 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121311 | -100900 | -175251 | -2524919 | -2844592 | -1120919 |
Profit Factor | 1.4953 | 1.7859 | 1.194 | 1.124 | 1.0791 | 1.1802 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 185 | 84 | 101 | 185 | 84 | 101 |
Losing Trades | 347 | 182 | 165 | 347 | 182 | 165 |
Profitability (%) | 34.7744 | 31.5789 | 37.9699 | 34.7744 | 31.5789 | 37.9699 |
Ratio Avg Win / Avg Loss | 2.8047 | 3.8694 | 1.9506 | 2.1083 | 2.3381 | 1.928 |
Largest Winning Trade | 276175 | 276175 | 44025 | 2334835 | 2334835 | 668018 |
Largest Losing Trade | -25608 | -25608 | -20820 | -339458 | -339458 | -296714 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 9488 | 4989 | 4499 | 9488 | 4989 | 4499 |
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 | 319921 | 220155 | -111447 | -106033 | -211713 | -67890 |
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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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