Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593918.4581 | 366407.7876 | 227510.6705 | 3057614.477 | 2263432.6609 | 794181.816 |
Total P&L (%) | 593.9185 | 366.4078 | 227.5107 | 3057.6145 | 2263.4327 | 794.1818 |
Avg Daily Profit (%) | 0.3531 | 0.2178 | 0.1353 | 0.2055 | 0.1882 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76711 | -114954 | -51482 | -1287705 | -455705 | -905819 |
Profit Factor | 1.4388 | 1.5482 | 1.3321 | 1.3541 | 1.526 | 1.1833 |
Total Trades | 617 | 309 | 308 | 617 | 309 | 308 |
Winning Trades | 272 | 126 | 146 | 272 | 126 | 146 |
Losing Trades | 345 | 183 | 162 | 345 | 183 | 162 |
Profitability (%) | 44.0843 | 40.7767 | 47.4026 | 44.0843 | 40.7767 | 47.4026 |
Ratio Avg Win / Avg Loss | 1.825 | 2.2486 | 1.4781 | 1.7175 | 2.2163 | 1.313 |
Largest Winning Trade | 102462 | 102462 | 50357 | 859839 | 859839 | 484406 |
Largest Losing Trade | -22489 | -16516 | -22489 | -357508 | -343319 | -357508 |
Avg Bars in Trades | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4960 | 2586 | 2374 | 4960 | 2586 | 2374 |
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 | 453251 | 296523 | -11854 | 389183 | 297520 | -37171 |
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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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