Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565193.4776 | 313629.4577 | 251564.0198 | 1298652.1807 | 525080.3544 | 773571.8263 |
Total P&L (%) | 565.1935 | 313.6295 | 251.564 | 1298.6522 | 525.0804 | 773.5718 |
Avg Daily Profit (%) | 0.3123 | 0.1733 | 0.139 | 0.1459 | 0.1013 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95618 | -90045 | -89681 | -3620028 | -2756797 | -2960884 |
Profit Factor | 1.4774 | 1.5223 | 1.4313 | 1.0496 | 1.0402 | 1.0589 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 176 | 94 | 82 | 176 | 94 | 82 |
Profitability (%) | 40.339 | 36.4865 | 44.2177 | 40.339 | 36.4865 | 44.2177 |
Ratio Avg Win / Avg Loss | 2.1851 | 2.6498 | 1.8056 | 1.5523 | 1.8107 | 1.3358 |
Largest Winning Trade | 69542 | 69542 | 49278 | 1211479 | 1211479 | 1001421 |
Largest Losing Trade | -59560 | -21961 | -59560 | -1513344 | -440753 | -1513344 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3578 | 1648 | 1930 | 3578 | 1648 | 1930 |
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 | 336268 | 173032 | -7579 | -164693 | -237634 | -190464 |
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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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