Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193039.6799 | 1037663.5567 | 155376.1232 | 1330421.9651 | 325527.488 | 1004894.4771 |
Total P&L (%) | 1193.0397 | 1037.6636 | 155.3761 | 1330.422 | 325.5275 | 1004.8945 |
Avg Daily Profit (%) | 0.5171 | 0.4498 | 0.0673 | 0.1154 | 0.0628 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188441 | -123201 | -248393 | -1557276 | -1060681 | -900205 |
Profit Factor | 1.6477 | 2.1169 | 1.1702 | 1.2099 | 1.0938 | 1.3503 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
Losing Trades | 356 | 185 | 171 | 356 | 185 | 171 |
Profitability (%) | 29.9213 | 27.1654 | 32.6772 | 29.9213 | 27.1654 | 32.6772 |
Ratio Avg Win / Avg Loss | 3.8592 | 5.6758 | 2.4109 | 2.8338 | 2.9327 | 2.782 |
Largest Winning Trade | 608288 | 608288 | 44765 | 1013111 | 1013111 | 379795 |
Largest Losing Trade | -23400 | -21877 | -23400 | -277327 | -277327 | -253195 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 13758 | 6366 | 7392 | 13758 | 6366 | 7392 |
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 | 312334 | -5021 | -140879 | -43093 | -244511 | -57667 |
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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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