Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784312.2222 | 622271.6854 | 162040.5368 | 4194210.391 | 925868.5399 | 3268341.8512 |
Total P&L (%) | 784.3122 | 622.2717 | 162.0405 | 4194.2104 | 925.8685 | 3268.3419 |
Avg Daily Profit (%) | 0.4219 | 0.3347 | 0.0872 | 0.2025 | 0.1253 | 0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84227 | -64630 | -71708 | -6187068 | -5907857 | -2695149 |
Profit Factor | 1.8998 | 2.4507 | 1.366 | 1.1059 | 1.0476 | 1.1621 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 245 | 121 | 124 | 245 | 121 | 124 |
Profitability (%) | 31.7549 | 32.4022 | 31.1111 | 31.7549 | 32.4022 | 31.1111 |
Ratio Avg Win / Avg Loss | 4.0829 | 5.1127 | 3.0248 | 2.3766 | 2.1855 | 2.5732 |
Largest Winning Trade | 324997 | 324997 | 62961 | 3200924 | 3200924 | 2416324 |
Largest Losing Trade | -16924 | -16681 | -16924 | -1165270 | -1165270 | -1163394 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5551 | 2389 | 3162 | 5551 | 2389 | 3162 |
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 | 309621 | 276317 | -81668 | -99859 | -198564 | -39859 |
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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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