Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126997.2654 | 959042.7998 | 167954.4656 | 1777708.4787 | 282787.2395 | 1494921.2392 |
Total P&L (%) | 1126.9973 | 959.0428 | 167.9545 | 1777.7085 | 282.7872 | 1494.9212 |
Avg Daily Profit (%) | 0.4869 | 0.4144 | 0.0726 | 0.1268 | 0.058 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109606 | -106790 | -240956 | -1902924 | -1572197 | -1000735 |
Profit Factor | 1.5675 | 1.948 | 1.1724 | 1.1745 | 1.0497 | 1.3325 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 178 | 81 | 97 | 178 | 81 | 97 |
Losing Trades | 347 | 182 | 165 | 347 | 182 | 165 |
Profitability (%) | 33.9048 | 30.7985 | 37.0229 | 33.9048 | 30.7985 | 37.0229 |
Ratio Avg Win / Avg Loss | 3.0557 | 4.3769 | 1.9943 | 2.2896 | 2.3585 | 2.2667 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1026310 | 1026310 | 479876 |
Largest Losing Trade | -24720 | -18754 | -24720 | -643867 | -395522 | -643867 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 9190 | 4733 | 4457 | 9190 | 4733 | 4457 |
Profit Streak | 0 | 0 | 13.4678 | 0 | 0 | 13.4678 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362939 | 259218 | -129174 | -54042 | -286592 | -34712 |
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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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