Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455552.7085 | 295482.6671 | 160070.0414 | 1523112.2969 | 386262.5305 | 1136849.7664 |
Total P&L (%) | 455.5527 | 295.4827 | 160.07 | 1523.1123 | 386.2625 | 1136.8498 |
Avg Daily Profit (%) | 0.4373 | 0.2837 | 0.1537 | 0.2679 | 0.1519 | 0.2417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112066 | -70376 | -75896 | -1234572 | -861978 | -762291 |
Profit Factor | 1.5016 | 1.6312 | 1.3637 | 1.2246 | 1.0985 | 1.3972 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 142 | 62 | 80 | 142 | 62 | 80 |
Losing Trades | 208 | 113 | 95 | 208 | 113 | 95 |
Profitability (%) | 40.5714 | 35.4286 | 45.7143 | 40.5714 | 35.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1995 | 2.9731 | 1.6193 | 1.7937 | 2.0022 | 1.6592 |
Largest Winning Trade | 70641 | 70641 | 32363 | 660937 | 660937 | 366204 |
Largest Losing Trade | -29236 | -16006 | -29236 | -348619 | -348619 | -192418 |
Avg Bars in Trades | 70 | 66 | 75 | 70 | 66 | 75 |
Avg Bars in Winners | 113 | 116 | 112 | 113 | 116 | 112 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 24841 | 11561 | 13280 | 24841 | 11561 | 13280 |
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 | 368624 | 220288 | 270123 | 270554 | -109126 | 319602 |
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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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