Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575088.0834 | 439656.3545 | 135431.7289 | 1513238.9022 | 1079947.3124 | 433291.5898 |
Total P&L (%) | 575.0881 | 439.6564 | 135.4317 | 1513.2389 | 1079.9473 | 433.2916 |
Avg Daily Profit (%) | 0.3081 | 0.2355 | 0.0726 | 0.1491 | 0.1323 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113999 | -109949 | -88343 | -3740568 | -3708766 | -2898532 |
Profit Factor | 1.3806 | 1.5718 | 1.1825 | 1.0385 | 1.0539 | 1.0225 |
Total Trades | 707 | 354 | 353 | 707 | 354 | 353 |
Winning Trades | 242 | 114 | 128 | 242 | 114 | 128 |
Losing Trades | 465 | 240 | 225 | 465 | 240 | 225 |
Profitability (%) | 34.2291 | 32.2034 | 36.2606 | 34.2291 | 32.2034 | 36.2606 |
Ratio Avg Win / Avg Loss | 2.6528 | 3.309 | 2.0786 | 1.9954 | 2.2187 | 1.7973 |
Largest Winning Trade | 138503 | 138503 | 41582 | 1356047 | 1356047 | 971660 |
Largest Losing Trade | -29960 | -15996 | -29960 | -1091858 | -532206 | -1091858 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 4 | 3 | 4 | 4 | 3 | 4 |
Bars Traded | 5561 | 2585 | 2976 | 5561 | 2585 | 2976 |
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 | 305529 | 195574 | -118498 | -172865 | -181481 | -271665 |
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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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