Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711605.4944 | 406420.6702 | 305184.8242 | 12508678.7514 | 8867276.1348 | 3641402.6166 |
Total P&L (%) | 711.6055 | 406.4207 | 305.1848 | 12508.6788 | 8867.2761 | 3641.4026 |
Avg Daily Profit (%) | 0.4234 | 0.2418 | 0.1816 | 0.2882 | 0.2679 | 0.2157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68149 | -94205 | -56228 | -3277061 | -1268642 | -2804557 |
Profit Factor | 1.883 | 2.0541 | 1.7261 | 1.9868 | 2.8513 | 1.4618 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Profitability (%) | 38.8704 | 35.7616 | 42 | 38.8704 | 35.7616 | 42 |
Ratio Avg Win / Avg Loss | 2.9614 | 3.6898 | 2.3837 | 3.1246 | 5.1217 | 2.0186 |
Largest Winning Trade | 97105 | 97105 | 51746 | 3603656 | 3603656 | 2842548 |
Largest Losing Trade | -18793 | -13838 | -18793 | -1248958 | -1032532 | -1248958 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4998 | 2396 | 2602 | 4998 | 2396 | 2602 |
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 | 397639 | 246942 | 292772 | 363252 | 325343 | 279110 |
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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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