Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644755.8767 | 446320.8547 | 198435.022 | 2456075.7187 | 1093905.9454 | 1362169.7733 |
Total P&L (%) | 644.7559 | 446.3209 | 198.435 | 2456.0757 | 1093.9059 | 1362.1698 |
Avg Daily Profit (%) | 0.2983 | 0.2065 | 0.0918 | 0.1501 | 0.1148 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195347 | -107177 | -115734 | -1444885 | -1075275 | -514588 |
Profit Factor | 1.6063 | 1.8805 | 1.3565 | 1.3155 | 1.2696 | 1.3655 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 40.0826 | 35.5372 | 44.6281 | 40.0826 | 35.5372 | 44.6281 |
Ratio Avg Win / Avg Loss | 2.4012 | 3.4112 | 1.6831 | 1.9665 | 2.3031 | 1.6942 |
Largest Winning Trade | 95114 | 95114 | 54580 | 1411169 | 1411169 | 715152 |
Largest Losing Trade | -36665 | -25415 | -36665 | -494206 | -298205 | -494206 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 82 | 87 | 77 | 82 | 87 | 77 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 12669 | 6426 | 6243 | 12669 | 6426 | 6243 |
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 | 335800 | 194002 | -71182 | 227171 | -44181 | -27541 |
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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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