Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853411.7045 | 504230.989 | 349180.7155 | 14924430.912 | 8011877.4906 | 6912553.4215 |
Total P&L (%) | 853.4117 | 504.231 | 349.1807 | 14924.4309 | 8011.8775 | 6912.5534 |
Avg Daily Profit (%) | 0.441 | 0.2606 | 0.1805 | 0.2594 | 0.2274 | 0.2199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105392 | -112270 | -124071 | -6739428 | -2232214 | -5226037 |
Profit Factor | 1.7667 | 1.8786 | 1.6476 | 1.7517 | 1.8451 | 1.6663 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 170 | 79 | 91 | 170 | 79 | 91 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 56.4784 | 52.6667 | 60.2649 | 56.4784 | 52.6667 | 60.2649 |
Ratio Avg Win / Avg Loss | 1.3614 | 1.6883 | 1.0863 | 1.3498 | 1.6582 | 1.0987 |
Largest Winning Trade | 87718 | 87718 | 39622 | 2761519 | 2761519 | 1674983 |
Largest Losing Trade | -70377 | -36940 | -70377 | -5226037 | -1362438 | -5226037 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3852 | 1921 | 1931 | 3852 | 1921 | 1931 |
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 | 541028 | 467116 | 407060 | 484086 | 454588 | 435498 |
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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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