Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645966.1424 | 377865.0367 | 268101.1057 | 1986870.5221 | 841205.0868 | 1145665.4352 |
Total P&L (%) | 645.9661 | 377.865 | 268.1011 | 1986.8705 | 841.2051 | 1145.6654 |
Avg Daily Profit (%) | 0.3687 | 0.2157 | 0.153 | 0.1736 | 0.1281 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122131 | -95923 | -97913 | -1309801 | -1128525 | -1308940 |
Profit Factor | 1.6128 | 1.7838 | 1.4687 | 1.1864 | 1.1787 | 1.1925 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 167 | 81 | 86 | 167 | 81 | 86 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 57.3883 | 55.4795 | 59.3103 | 57.3883 | 55.4795 | 59.3103 |
Ratio Avg Win / Avg Loss | 1.1975 | 1.4314 | 1.0076 | 0.8809 | 0.9459 | 0.8181 |
Largest Winning Trade | 135379 | 135379 | 33810 | 575706 | 394429 | 575706 |
Largest Losing Trade | -71482 | -35116 | -71482 | -1024930 | -399423 | -1024930 |
Avg Bars in Trades | 70 | 55 | 85 | 70 | 55 | 85 |
Avg Bars in Winners | 64 | 50 | 77 | 64 | 50 | 77 |
Avg Bars in Losers | 78 | 61 | 96 | 78 | 61 | 96 |
Bars Traded | 20499 | 8135 | 12364 | 20499 | 8135 | 12364 |
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 | 500456 | 380512 | 337360 | -6818 | -46677 | -9655 |
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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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