Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879895.9472 | 656658.0375 | 223237.9097 | 1663539.0872 | 1029711.8143 | 633827.2729 |
Total P&L (%) | 879.8959 | 656.658 | 223.2379 | 1663.5391 | 1029.7118 | 633.8273 |
Avg Daily Profit (%) | 0.5976 | 0.4459 | 0.1516 | 0.1951 | 0.1648 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115472 | -125424 | -116555 | -1373911 | -1116602 | -1417145 |
Profit Factor | 1.9136 | 2.2043 | 1.5343 | 1.1653 | 1.1935 | 1.1336 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 175 | 93 | 82 | 175 | 93 | 82 |
Profitability (%) | 32.9502 | 29.0076 | 36.9231 | 32.9502 | 29.0076 | 36.9231 |
Ratio Avg Win / Avg Loss | 3.894 | 5.3948 | 2.621 | 2.3712 | 2.921 | 1.9365 |
Largest Winning Trade | 530763 | 530763 | 36685 | 1005534 | 1005534 | 507295 |
Largest Losing Trade | -31506 | -31506 | -31432 | -498076 | -274396 | -498076 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 5768 | 3042 | 2726 | 5768 | 3042 | 2726 |
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 | 362946 | 81142 | 173411 | -34628 | -10894 | -89304 |
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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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