Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429506.869 | 259566.7466 | 169940.1224 | 2127356.6954 | 1607822.6594 | 519534.0359 |
Total P&L (%) | 429.5069 | 259.5667 | 169.9401 | 2127.3567 | 1607.8227 | 519.534 |
Avg Daily Profit (%) | 0.4123 | 0.2492 | 0.1631 | 0.2984 | 0.2728 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63585 | -47111 | -80594 | -1092818 | -323266 | -1166735 |
Profit Factor | 1.6771 | 1.9226 | 1.4814 | 1.4683 | 1.8544 | 1.1953 |
Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 282 | 142 | 140 | 282 | 142 | 140 |
Profitability (%) | 33.9578 | 33.3333 | 34.5794 | 33.9578 | 33.3333 | 34.5794 |
Ratio Avg Win / Avg Loss | 3.2616 | 3.8453 | 2.8026 | 2.8556 | 3.7088 | 2.2613 |
Largest Winning Trade | 63269 | 63269 | 37406 | 882965 | 882965 | 724764 |
Largest Losing Trade | -16564 | -13381 | -16564 | -173907 | -166200 | -173907 |
Avg Bars in Trades | 57 | 53 | 62 | 57 | 53 | 62 |
Avg Bars in Winners | 122 | 108 | 136 | 122 | 108 | 136 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 24742 | 11324 | 13418 | 24742 | 11324 | 13418 |
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 | 309816 | 207729 | 150371 | 255431 | 225257 | -2238 |
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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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