Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901928.1456 | 760204.2575 | 141723.8881 | 4834037.7484 | 4161726.0866 | 672311.6618 |
Total P&L (%) | 901.9281 | 760.2043 | 141.7239 | 4834.0377 | 4161.7261 | 672.3117 |
Avg Daily Profit (%) | 0.3606 | 0.304 | 0.0567 | 0.156 | 0.1501 | 0.0818 |
Buy And Hold Return (%) | 119.5003 | 119.5003 | 119.5003 | 119.5003 | 119.5003 | 119.5003 |
Max Trade Drawdown | -92919 | -96799 | -81643 | -1613430 | -1754926 | -648390 |
Profit Factor | 1.734 | 2.135 | 1.2535 | 1.3637 | 1.5346 | 1.1221 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 179 | 83 | 96 | 179 | 83 | 96 |
Losing Trades | 397 | 205 | 192 | 397 | 205 | 192 |
Profitability (%) | 31.0764 | 28.8194 | 33.3333 | 31.0764 | 28.8194 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.8457 | 5.2731 | 2.507 | 3.0246 | 3.7904 | 2.2442 |
Largest Winning Trade | 428445 | 428445 | 37762 | 3260368 | 3260368 | 521648 |
Largest Losing Trade | -20206 | -20206 | -12767 | -409316 | -409316 | -220229 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 7447 | 3325 | 4122 | 7447 | 3325 | 4122 |
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 | 310518 | 29121 | -229512 | 186275 | -1511 | -174622 |
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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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