Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544329.055 | 446288.315 | 98040.74 | 603207.4019 | 1772034.7821 | -1168827.3802 |
Total P&L (%) | 544.3291 | 446.2883 | 98.0407 | 603.2074 | 1772.0348 | -1168.8274 |
Avg Daily Profit (%) | 0.2887 | 0.2367 | 0.052 | 0.1035 | 0.1555 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
Profit Factor | 1.3702 | 1.5755 | 1.1411 | 1.0258 | 1.1551 | 0.9021 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 279 | 152 | 127 | 279 | 152 | 127 |
Profitability (%) | 39.2157 | 33.913 | 44.5415 | 39.2157 | 33.913 | 44.5415 |
Ratio Avg Win / Avg Loss | 2.1239 | 3.0701 | 1.4208 | 1.59 | 2.251 | 1.1233 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5630 | 2630 | 3000 | 5630 | 2630 | 3000 |
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 | 320506 | 197390 | -189954 | -246917 | -46463 | -580313 |
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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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