Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731950.9072 | 600017.9347 | 131932.9725 | 2054203.9676 | 1223539.7964 | 830664.1712 |
Total P&L (%) | 731.9509 | 600.0179 | 131.933 | 2054.204 | 1223.5398 | 830.6642 |
Avg Daily Profit (%) | 0.3702 | 0.3035 | 0.0667 | 0.1554 | 0.1307 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117420 | -102395 | -125617 | -1559272 | -1139361 | -1137633 |
Profit Factor | 1.5766 | 1.9515 | 1.2065 | 1.2184 | 1.2436 | 1.1895 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 110 | 47 | 63 | 110 | 47 | 63 |
Losing Trades | 205 | 111 | 94 | 205 | 111 | 94 |
Profitability (%) | 34.9206 | 29.7468 | 40.1274 | 34.9206 | 29.7468 | 40.1274 |
Ratio Avg Win / Avg Loss | 2.9382 | 4.6088 | 1.8002 | 2.2706 | 2.937 | 1.7748 |
Largest Winning Trade | 162329 | 162329 | 63903 | 1128007 | 1128007 | 494326 |
Largest Losing Trade | -39292 | -20233 | -39292 | -349459 | -349459 | -319171 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 34 | 35 | 32 | 34 | 35 | 32 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 5822 | 2827 | 2996 | 5822 | 2827 | 2996 |
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 | 303799 | 154276 | -106498 | 158889 | -25572 | -56140 |
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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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