Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788655.8957 | 643553.1262 | 145102.7695 | 3595199.297 | 2024747.5097 | 1570451.7873 |
Total P&L (%) | 788.6559 | 643.5531 | 145.1028 | 3595.1993 | 2024.7475 | 1570.4518 |
Avg Daily Profit (%) | 0.3156 | 0.2575 | 0.0581 | 0.1445 | 0.1224 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85374 | -87902 | -93282 | -5548840 | -5273426 | -3675792 |
Profit Factor | 1.7584 | 2.1543 | 1.3009 | 1.1253 | 1.1249 | 1.1257 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 47.3485 | 46.2121 | 48.4848 | 47.3485 | 46.2121 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.9554 | 2.5074 | 1.3822 | 1.2513 | 1.3093 | 1.1961 |
Largest Winning Trade | 185376 | 185376 | 64191 | 3246947 | 3246947 | 2345123 |
Largest Losing Trade | -45276 | -30770 | -45276 | -2228795 | -1914519 | -2228795 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 75 | 51 | 99 | 75 | 51 | 99 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 14683 | 5893 | 8790 | 14683 | 5893 | 8790 |
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 | 457542 | 394203 | -116097 | -82064 | -114028 | -125135 |
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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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