Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783675.1116 | 614436.7399 | 169238.3717 | 3404863.4243 | 1040893.0363 | 2363970.3879 |
Total P&L (%) | 783.6751 | 614.4367 | 169.2384 | 3404.8634 | 1040.893 | 2363.9704 |
Avg Daily Profit (%) | 0.4215 | 0.3305 | 0.091 | 0.1915 | 0.131 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84422 | -73294 | -98367 | -2734658 | -3359562 | -2220895 |
Profit Factor | 1.5106 | 1.7778 | 1.2272 | 1.0775 | 1.0456 | 1.1118 |
Total Trades | 904 | 452 | 452 | 904 | 452 | 452 |
Winning Trades | 269 | 118 | 151 | 269 | 118 | 151 |
Losing Trades | 635 | 334 | 301 | 635 | 334 | 301 |
Profitability (%) | 29.7566 | 26.1062 | 33.4071 | 29.7566 | 26.1062 | 33.4071 |
Ratio Avg Win / Avg Loss | 3.5659 | 5.0319 | 2.4463 | 2.5435 | 2.9597 | 2.2163 |
Largest Winning Trade | 320385 | 320385 | 40630 | 1577758 | 1577758 | 1032437 |
Largest Losing Trade | -13497 | -11722 | -13497 | -560159 | -530806 | -560159 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 7386 | 3482 | 3903 | 7386 | 3482 | 3903 |
Profit Streak | 0 | 6.084 | 0 | 0 | 6.084 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308214 | -9634 | -75057 | -130094 | -209081 | -92989 |
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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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