Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551063.3035 | 448435.9926 | 102627.3109 | 497777.5881 | 265600.7991 | 232176.789 |
Total P&L (%) | 551.0633 | 448.436 | 102.6273 | 497.7776 | 265.6008 | 232.1768 |
Avg Daily Profit (%) | 0.3406 | 0.2772 | 0.0634 | 0.1106 | 0.0802 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191852 | -188716 | -104339 | -5308800 | -4477007 | -3909913 |
Profit Factor | 1.474 | 1.8042 | 1.1697 | 1.0247 | 1.0277 | 1.022 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 38.2239 | 37.2093 | 39.2308 | 38.2239 | 37.2093 | 39.2308 |
Ratio Avg Win / Avg Loss | 2.3823 | 3.0446 | 1.8118 | 1.6561 | 1.7343 | 1.5831 |
Largest Winning Trade | 226309 | 226309 | 44127 | 1422280 | 704310 | 1422280 |
Largest Losing Trade | -32514 | -32514 | -28410 | -1596907 | -1510458 | -1596907 |
Avg Bars in Trades | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Winners | 112 | 117 | 107 | 112 | 117 | 107 |
Avg Bars in Losers | 50 | 55 | 44 | 50 | 55 | 44 |
Bars Traded | 19157 | 10167 | 8990 | 19157 | 10167 | 8990 |
Profit Streak | 487.9379 | 502.5213 | 487.9379 | 487.9379 | 502.5213 | 487.9379 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332414 | 269170 | -144825 | -239848 | -279084 | -292844 |
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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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