Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860107.8156 | 658368.0006 | 201739.815 | 3610759.8063 | 381366.8888 | 3229392.9175 |
Total P&L (%) | 860.1078 | 658.368 | 201.7398 | 3610.7598 | 381.3669 | 3229.3929 |
Avg Daily Profit (%) | 0.3561 | 0.2725 | 0.0835 | 0.1497 | 0.0651 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109995 | -77184 | -153547 | -3157720 | -3382092 | -1315713 |
Profit Factor | 1.5321 | 1.832 | 1.2445 | 1.153 | 1.0302 | 1.295 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 168 | 76 | 92 | 168 | 76 | 92 |
Losing Trades | 324 | 170 | 154 | 324 | 170 | 154 |
Profitability (%) | 34.1463 | 30.8943 | 37.3984 | 34.1463 | 30.8943 | 37.3984 |
Ratio Avg Win / Avg Loss | 2.9548 | 4.0978 | 2.0832 | 2.2237 | 2.3043 | 2.1676 |
Largest Winning Trade | 274038 | 274038 | 38134 | 1830565 | 1830565 | 1596186 |
Largest Losing Trade | -21321 | -19140 | -21321 | -653311 | -653311 | -504957 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7063 | 3455 | 3608 | 7063 | 3455 | 3608 |
Profit Streak | 0 | 0 | 12.8782 | 0 | 0 | 12.8782 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312068 | 205671 | -83880 | -47167 | -298703 | -886 |
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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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