Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568609.7671 | 433619.5744 | 134990.1927 | 1033674.7783 | 618871.5006 | 414803.2777 |
Total P&L (%) | 568.6098 | 433.6196 | 134.9902 | 1033.6748 | 618.8715 | 414.8033 |
Avg Daily Profit (%) | 0.3077 | 0.2347 | 0.0731 | 0.1315 | 0.1068 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254288 | -155027 | -159127 | -4580643 | -1872734 | -2989807 |
Profit Factor | 1.2541 | 1.3948 | 1.1185 | 1.0469 | 1.0588 | 1.0361 |
Total Trades | 910 | 455 | 455 | 910 | 455 | 455 |
Winning Trades | 363 | 174 | 189 | 363 | 174 | 189 |
Losing Trades | 547 | 281 | 266 | 547 | 281 | 266 |
Profitability (%) | 39.8901 | 38.2418 | 41.5385 | 39.8901 | 38.2418 | 41.5385 |
Ratio Avg Win / Avg Loss | 1.8898 | 2.2526 | 1.5741 | 1.5776 | 1.7099 | 1.4582 |
Largest Winning Trade | 151407 | 151407 | 42885 | 1394643 | 738481 | 1394643 |
Largest Losing Trade | -22289 | -22289 | -20189 | -616268 | -252009 | -616268 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 11069 | 5281 | 5788 | 11069 | 5281 | 5788 |
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 | 394988 | 259904 | -185701 | -183756 | -207172 | -256557 |
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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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