Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964623.5403 | 722286.6731 | 242336.8672 | 2605374.652 | 997671.8898 | 1607702.7622 |
Total P&L (%) | 964.6235 | 722.2867 | 242.3369 | 2605.3747 | 997.6719 | 1607.7028 |
Avg Daily Profit (%) | 0.6546 | 0.4901 | 0.1644 | 0.224 | 0.1627 | 0.1927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112525 | -156024 | -67754 | -1878454 | -2392878 | -1079991 |
Profit Factor | 1.9968 | 2.3284 | 1.5716 | 1.1933 | 1.1296 | 1.2781 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 98 | 38 | 60 | 98 | 38 | 60 |
Losing Trades | 156 | 89 | 67 | 156 | 89 | 67 |
Profitability (%) | 38.5827 | 29.9213 | 47.2441 | 38.5827 | 29.9213 | 47.2441 |
Ratio Avg Win / Avg Loss | 3.1786 | 5.4534 | 1.7549 | 1.8995 | 2.6456 | 1.4272 |
Largest Winning Trade | 553312 | 553312 | 31755 | 2224882 | 2224882 | 701145 |
Largest Losing Trade | -24087 | -21795 | -24087 | -560228 | -560228 | -355451 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4370 | 1985 | 2385 | 4370 | 1985 | 2385 |
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 | 463810 | 247942 | 329779 | -1388 | -77211 | 248933 |
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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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