Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704993.9733 | 599133.1713 | 105860.802 | 1758272.7854 | 549887.8496 | 1208384.9358 |
Total P&L (%) | 704.994 | 599.1332 | 105.8608 | 1758.2728 | 549.8879 | 1208.3849 |
Avg Daily Profit (%) | 0.3817 | 0.3244 | 0.0573 | 0.1583 | 0.1014 | 0.1393 |
Buy And Hold Return (%) | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 | 52.8736 |
Max Trade Drawdown | -73845 | -78412 | -76834 | -2259017 | -1982248 | -1162554 |
Profit Factor | 1.5945 | 2.0253 | 1.176 | 1.0773 | 1.0489 | 1.1051 |
Total Trades | 543 | 272 | 271 | 543 | 272 | 271 |
Winning Trades | 258 | 122 | 136 | 258 | 122 | 136 |
Losing Trades | 285 | 150 | 135 | 285 | 150 | 135 |
Profitability (%) | 47.5138 | 44.8529 | 50.1845 | 47.5138 | 44.8529 | 50.1845 |
Ratio Avg Win / Avg Loss | 1.7614 | 2.4901 | 1.1674 | 1.1901 | 1.2896 | 1.0969 |
Largest Winning Trade | 302637 | 302637 | 60207 | 1016779 | 1016779 | 972364 |
Largest Losing Trade | -26898 | -26898 | -22110 | -560312 | -560312 | -455233 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 21532 | 9381 | 12151 | 21532 | 9381 | 12151 |
Profit Streak | 0 | 0 | 8.3487 | 0 | 0 | 8.3487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520407 | 425352 | -148620 | -125936 | -225073 | -110042 |
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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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