Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571201.6115 | 444077.3872 | 127124.2243 | 1596917.6727 | 1180369.2062 | 416548.4664 |
Total P&L (%) | 571.2016 | 444.0774 | 127.1242 | 1596.9177 | 1180.3692 | 416.5485 |
Avg Daily Profit (%) | 0.2285 | 0.1776 | 0.0509 | 0.1133 | 0.1021 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107966 | -107530 | -74556 | -5196578 | -5044771 | -3835840 |
Profit Factor | 1.5709 | 1.9156 | 1.2466 | 1.0555 | 1.0826 | 1.0287 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Profitability (%) | 40.1295 | 38.0645 | 42.2078 | 40.1295 | 38.0645 | 42.2078 |
Ratio Avg Win / Avg Loss | 2.3437 | 3.1169 | 1.7069 | 1.5747 | 1.7616 | 1.4086 |
Largest Winning Trade | 113165 | 113165 | 53043 | 2701112 | 2701112 | 1569815 |
Largest Losing Trade | -46062 | -19488 | -46062 | -2388855 | -1109737 | -2388855 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 9867 | 4736 | 5131 | 9867 | 4736 | 5131 |
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 | 320735 | 240567 | -126909 | -201876 | -189227 | -296883 |
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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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