Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656050.1933 | 490770.2772 | 165279.9162 | 1820171.5383 | 348353.8267 | 1471817.7115 |
Total P&L (%) | 656.0502 | 490.7703 | 165.2799 | 1820.1715 | 348.3538 | 1471.8177 |
Avg Daily Profit (%) | 0.4055 | 0.3033 | 0.1022 | 0.1828 | 0.0928 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76634 | -103670 | -73547 | -2427595 | -2054385 | -1049316 |
Profit Factor | 1.6309 | 1.8873 | 1.3395 | 1.1208 | 1.0423 | 1.2156 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 206 | 108 | 98 | 206 | 108 | 98 |
Profitability (%) | 45.7895 | 43.1579 | 48.4211 | 45.7895 | 43.1579 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.9308 | 2.4858 | 1.4269 | 1.3269 | 1.3728 | 1.2949 |
Largest Winning Trade | 198919 | 198919 | 52605 | 1477182 | 1477182 | 1096238 |
Largest Losing Trade | -28277 | -28277 | -16790 | -757044 | -757044 | -499087 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 18765 | 8911 | 9854 | 18765 | 8911 | 9854 |
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 | 476312 | 355157 | -56454 | -79393 | -245347 | 258416 |
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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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