Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547095.722 | 305168.5111 | 241927.2109 | 3222625.4429 | 2523452.2137 | 699173.2291 |
Total P&L (%) | 547.0957 | 305.1685 | 241.9272 | 3222.6254 | 2523.4522 | 699.1732 |
Avg Daily Profit (%) | 0.3252 | 0.1814 | 0.1438 | 0.2085 | 0.1944 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78838 | -94210 | -59993 | -3045675 | -912872 | -2326221 |
Profit Factor | 1.6756 | 1.7793 | 1.5785 | 1.3256 | 1.5938 | 1.1238 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Losing Trades | 211 | 113 | 98 | 211 | 113 | 98 |
Profitability (%) | 44.9086 | 41.1458 | 48.6911 | 44.9086 | 41.1458 | 48.6911 |
Ratio Avg Win / Avg Loss | 2.0555 | 2.5451 | 1.6633 | 1.6261 | 2.2797 | 1.1842 |
Largest Winning Trade | 113260 | 113260 | 51367 | 1332829 | 1332829 | 793545 |
Largest Losing Trade | -17692 | -17692 | -14488 | -486214 | -486214 | -445418 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 80 | 69 | 90 | 80 | 69 | 90 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 19925 | 8064 | 11861 | 19925 | 8064 | 11861 |
Profit Streak | 0 | 0 | 10.8575 | 0 | 0 | 10.8575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442962 | 282351 | 87440 | 341410 | 287520 | -111343 |
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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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