Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727160.1939 | 511735.1907 | 215425.0032 | 7168146.738 | 1770698.1201 | 5397448.6179 |
Total P&L (%) | 727.1602 | 511.7352 | 215.425 | 7168.1467 | 1770.6981 | 5397.4486 |
Avg Daily Profit (%) | 0.3889 | 0.2737 | 0.1152 | 0.2295 | 0.1568 | 0.2145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64181 | -56598 | -55933 | -5012697 | -4365666 | -3037067 |
Profit Factor | 2.1043 | 2.5099 | 1.6742 | 1.2528 | 1.1168 | 1.409 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 154 | 84 | 70 | 154 | 84 | 70 |
Profitability (%) | 45.1957 | 40.4255 | 50 | 45.1957 | 40.4255 | 50 |
Ratio Avg Win / Avg Loss | 2.5517 | 3.6988 | 1.6742 | 1.5191 | 1.6458 | 1.409 |
Largest Winning Trade | 258283 | 258283 | 57132 | 4827948 | 4827948 | 1904156 |
Largest Losing Trade | -29755 | -29755 | -13003 | -1030596 | -1030596 | -977932 |
Avg Bars in Trades | 78 | 63 | 93 | 78 | 63 | 93 |
Avg Bars in Winners | 123 | 99 | 142 | 123 | 99 | 142 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 22009 | 8955 | 13054 | 22009 | 8955 | 13054 |
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 | 477204 | 343728 | -36183 | 316719 | -87196 | 314234 |
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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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