Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628923.5278 | 385283.4304 | 243640.0974 | 3474822.4447 | 2906337.6023 | 568484.8425 |
Total P&L (%) | 628.9235 | 385.2834 | 243.6401 | 3474.8224 | 2906.3376 | 568.4848 |
Avg Daily Profit (%) | 0.3717 | 0.2277 | 0.144 | 0.2116 | 0.2013 | 0.1123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89110 | -120697 | -46060 | -3869478 | -1675203 | -2655917 |
Profit Factor | 1.8832 | 2.0604 | 1.6986 | 1.3015 | 1.5685 | 1.0887 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 36.5248 | 32.6241 | 40.4255 | 36.5248 | 32.6241 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.2728 | 4.2552 | 2.5032 | 2.2619 | 3.2394 | 1.6043 |
Largest Winning Trade | 211079 | 211079 | 51615 | 1462015 | 1462015 | 780149 |
Largest Losing Trade | -14488 | -12691 | -14488 | -543926 | -427934 | -543926 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 5004 | 2125 | 2879 | 5004 | 2125 | 2879 |
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 | 345335 | 184126 | -1220 | 210731 | 152106 | -168116 |
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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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