Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652752.155 | 387197.9597 | 265554.1953 | 5417032.1832 | 4194826.3062 | 1222205.8769 |
Total P&L (%) | 652.7522 | 387.198 | 265.5542 | 5417.0322 | 4194.8263 | 1222.2059 |
Avg Daily Profit (%) | 0.3889 | 0.2307 | 0.1582 | 0.2392 | 0.2243 | 0.1539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145308 | -111720 | -89553 | -2704554 | -1214080 | -2676296 |
Profit Factor | 1.6366 | 1.769 | 1.5089 | 1.4623 | 1.7601 | 1.1972 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 179 | 91 | 88 | 179 | 91 | 88 |
Profitability (%) | 43.3544 | 42.4051 | 44.3038 | 43.3544 | 42.4051 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.1384 | 2.4027 | 1.8969 | 1.9106 | 2.3905 | 1.505 |
Largest Winning Trade | 86440 | 86440 | 48548 | 2499650 | 2499650 | 1638561 |
Largest Losing Trade | -25120 | -19635 | -25120 | -667140 | -667140 | -637326 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 9935 | 5061 | 4874 | 9935 | 5061 | 4874 |
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 | 425494 | 308035 | 280528 | 346594 | 320435 | 113400 |
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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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