Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531081.9436 | 332307.8836 | 198774.06 | 1763348.8203 | 1602072.9511 | 161275.8692 |
Total P&L (%) | 531.0819 | 332.3079 | 198.7741 | 1763.3488 | 1602.073 | 161.2759 |
Avg Daily Profit (%) | 0.3164 | 0.198 | 0.1184 | 0.1744 | 0.169 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142412 | -138059 | -64321 | -2398499 | -825244 | -2000987 |
Profit Factor | 1.5306 | 1.6547 | 1.4029 | 1.2267 | 1.4062 | 1.0421 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Profitability (%) | 40.6143 | 39.4558 | 41.7808 | 40.6143 | 39.4558 | 41.7808 |
Ratio Avg Win / Avg Loss | 2.238 | 2.5391 | 1.9549 | 1.7937 | 2.1578 | 1.4521 |
Largest Winning Trade | 91420 | 91420 | 50680 | 1304134 | 1304134 | 979601 |
Largest Losing Trade | -23704 | -17560 | -23704 | -508601 | -508601 | -446510 |
Avg Bars in Trades | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 9891 | 5169 | 4722 | 9891 | 5169 | 4722 |
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 | 342697 | 233001 | -36447 | 232147 | 192649 | -294115 |
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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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