Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716856.7863 | 414880.5244 | 301976.262 | 11237266.3214 | 9709420.2492 | 1527846.0722 |
Total P&L (%) | 716.8568 | 414.8805 | 301.9763 | 11237.2663 | 9709.4202 | 1527.8461 |
Avg Daily Profit (%) | 0.4272 | 0.2472 | 0.18 | 0.2823 | 0.2737 | 0.1664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78271 | -70356 | -48552 | -9657977 | -3194407 | -6642641 |
Profit Factor | 1.7531 | 1.8633 | 1.6408 | 1.4388 | 1.8517 | 1.1075 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 138 | 63 | 75 | 138 | 63 | 75 |
Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
Profitability (%) | 42.7245 | 38.8889 | 46.5839 | 42.7245 | 38.8889 | 46.5839 |
Ratio Avg Win / Avg Loss | 2.3502 | 2.928 | 1.8815 | 1.9289 | 2.9099 | 1.27 |
Largest Winning Trade | 89613 | 89613 | 49837 | 4356031 | 4356031 | 3649120 |
Largest Losing Trade | -19457 | -16105 | -19457 | -2998376 | -1862831 | -2998376 |
Avg Bars in Trades | 61 | 60 | 63 | 61 | 60 | 63 |
Avg Bars in Winners | 94 | 97 | 92 | 94 | 97 | 92 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 19987 | 9832 | 10155 | 19987 | 9832 | 10155 |
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 | 437868 | 271202 | 342584 | 347194 | 293529 | -95521 |
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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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