Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534997.4897 | 316719.3214 | 218278.1683 | 2248886.6171 | 1857629.5474 | 391257.0696 |
Total P&L (%) | 534.9975 | 316.7193 | 218.2782 | 2248.8866 | 1857.6295 | 391.2571 |
Avg Daily Profit (%) | 0.3187 | 0.1887 | 0.13 | 0.1882 | 0.1774 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62992 | -114342 | -66429 | -2301969 | -777102 | -1542978 |
Profit Factor | 1.593 | 1.694 | 1.4896 | 1.3257 | 1.5899 | 1.1042 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Profitability (%) | 40.8602 | 37.8571 | 43.8849 | 40.8602 | 37.8571 | 43.8849 |
Ratio Avg Win / Avg Loss | 2.3056 | 2.7806 | 1.9047 | 1.9187 | 2.6098 | 1.4119 |
Largest Winning Trade | 85784 | 85784 | 51573 | 1127663 | 1127663 | 694400 |
Largest Losing Trade | -20772 | -18222 | -20772 | -584971 | -510676 | -584971 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 9995 | 4713 | 5282 | 9995 | 4713 | 5282 |
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 | 357944 | 209829 | -19624 | 258982 | 212589 | -174821 |
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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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