Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644407.8674 | 354291.0482 | 290116.8192 | 3432723.5329 | 123977.4354 | 3308746.0975 |
Total P&L (%) | 644.4079 | 354.291 | 290.1168 | 3432.7235 | 123.9774 | 3308.7461 |
Avg Daily Profit (%) | 0.357 | 0.1963 | 0.1607 | 0.1977 | 0.0447 | 0.1957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74457 | -70798 | -53299 | -4860064 | -4615751 | -2116788 |
Profit Factor | 1.62 | 1.6209 | 1.6189 | 1.1505 | 1.01 | 1.3158 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Profitability (%) | 34.8624 | 32.9268 | 36.8098 | 34.8624 | 32.9268 | 36.8098 |
Ratio Avg Win / Avg Loss | 3.0268 | 3.3018 | 2.779 | 2.1495 | 2.0575 | 2.2588 |
Largest Winning Trade | 113047 | 113047 | 57417 | 2608794 | 2608794 | 1785100 |
Largest Losing Trade | -15108 | -14217 | -15108 | -810125 | -810125 | -560667 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 7160 | 3425 | 3735 | 7160 | 3425 | 3735 |
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 | 307690 | 165583 | 208676 | -49793 | -347657 | 170604 |
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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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