Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674943.9413 | 391453.3648 | 283490.5765 | 8141049.5719 | 6114668.2888 | 2026381.2831 |
Total P&L (%) | 674.9439 | 391.4534 | 283.4906 | 8141.0496 | 6114.6683 | 2026.3813 |
Avg Daily Profit (%) | 0.4008 | 0.2324 | 0.1683 | 0.2623 | 0.2455 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119729 | -92648 | -78107 | -2522384 | -1732259 | -2457696 |
Profit Factor | 1.6946 | 1.8328 | 1.5651 | 1.499 | 1.7566 | 1.2462 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 42.5466 | 39.1304 | 45.9627 | 42.5466 | 39.1304 | 45.9627 |
Ratio Avg Win / Avg Loss | 2.2883 | 2.851 | 1.84 | 2.0242 | 2.7325 | 1.4651 |
Largest Winning Trade | 80771 | 80771 | 48548 | 2888856 | 2888856 | 1957422 |
Largest Losing Trade | -28373 | -18904 | -28373 | -1429008 | -1429008 | -807382 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 9933 | 5124 | 4809 | 9933 | 5124 | 4809 |
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 | 422988 | 267720 | 329791 | 351602 | 281447 | 238741 |
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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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