Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670904.5756 | 477526.7207 | 193377.8548 | 870890.6483 | 335269.8303 | 535620.818 |
Total P&L (%) | 670.9046 | 477.5267 | 193.3779 | 870.8906 | 335.2698 | 535.6208 |
Avg Daily Profit (%) | 0.4516 | 0.3215 | 0.1302 | 0.1531 | 0.0991 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139444 | -144866 | -113115 | -1209478 | -1024529 | -753229 |
Profit Factor | 1.4382 | 1.5997 | 1.2632 | 1.0751 | 1.056 | 1.0955 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 178 | 80 | 98 | 178 | 80 | 98 |
Losing Trades | 323 | 171 | 152 | 323 | 171 | 152 |
Profitability (%) | 35.5289 | 31.8725 | 39.2 | 35.5289 | 31.8725 | 39.2 |
Ratio Avg Win / Avg Loss | 2.6098 | 3.4194 | 1.9593 | 1.9509 | 2.2571 | 1.6992 |
Largest Winning Trade | 320103 | 320103 | 32591 | 480186 | 480186 | 230343 |
Largest Losing Trade | -37659 | -17969 | -37659 | -291408 | -195895 | -291408 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
Bars Traded | 8724 | 4715 | 4009 | 8724 | 4715 | 4009 |
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 | 341871 | 204184 | -21436 | -131907 | -224589 | -143798 |
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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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