Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729386.2091 | 387775.952 | 341610.2571 | 10525781.8796 | 2648936.8066 | 7876845.0729 |
Total P&L (%) | 729.3862 | 387.776 | 341.6103 | 10525.7819 | 2648.9368 | 7876.8451 |
Avg Daily Profit (%) | 0.404 | 0.2148 | 0.1892 | 0.2588 | 0.1837 | 0.2429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58654 | -112514 | -46277 | -8092797 | -8053770 | -3576168 |
Profit Factor | 1.8734 | 1.8832 | 1.8626 | 1.2497 | 1.1232 | 1.3812 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 35.6164 | 32.8767 | 38.3562 | 35.6164 | 32.8767 | 38.3562 |
Ratio Avg Win / Avg Loss | 3.3866 | 3.845 | 2.9934 | 2.259 | 2.2932 | 2.2199 |
Largest Winning Trade | 115006 | 115006 | 51117 | 5068634 | 5068634 | 3907283 |
Largest Losing Trade | -22364 | -22364 | -14700 | -1537101 | -1537101 | -1410821 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 7002 | 3719 | 3283 | 7002 | 3719 | 3283 |
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 | 343764 | 171853 | 239259 | 203006 | -82524 | 204398 |
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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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