Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402917.1461 | 316735.9502 | 86181.1958 | 1148533.3254 | 723587.3239 | 424946.0016 |
Total P&L (%) | 402.9171 | 316.736 | 86.1812 | 1148.5333 | 723.5873 | 424.946 |
Avg Daily Profit (%) | 0.2236 | 0.1757 | 0.0478 | 0.1402 | 0.1171 | 0.092 |
Buy And Hold Return (%) | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 |
Max Trade Drawdown | -82421 | -76204 | -84381 | -473290 | -393632 | -360021 |
Profit Factor | 1.2442 | 1.4109 | 1.098 | 1.1468 | 1.1863 | 1.1079 |
Total Trades | 1007 | 503 | 504 | 1007 | 503 | 504 |
Winning Trades | 623 | 327 | 296 | 623 | 327 | 296 |
Losing Trades | 384 | 176 | 208 | 384 | 176 | 208 |
Profitability (%) | 61.8669 | 65.0099 | 58.7302 | 61.8669 | 65.0099 | 58.7302 |
Ratio Avg Win / Avg Loss | 0.7669 | 0.7594 | 0.7716 | 0.7069 | 0.6385 | 0.7785 |
Largest Winning Trade | 22958 | 22337 | 22958 | 80849 | 80849 | 71715 |
Largest Losing Trade | -36678 | -36678 | -26711 | -337267 | -337267 | -130382 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 10790 | 5169 | 5621 | 10790 | 5169 | 5621 |
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 | 370681 | 234025 | -405717 | -58708 | -50341 | -173023 |
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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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