Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605396.7633 | 346844.4393 | 258552.324 | 4907173.0927 | 3524984.751 | 1382188.3417 |
Total P&L (%) | 605.3968 | 346.8444 | 258.5523 | 4907.1731 | 3524.9848 | 1382.1883 |
Avg Daily Profit (%) | 0.3602 | 0.2064 | 0.1538 | 0.2331 | 0.2139 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -86129 | -73796 | -993612 | -480915 | -982646 |
Profit Factor | 1.798 | 1.9484 | 1.658 | 2.0126 | 2.9126 | 1.4602 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Profitability (%) | 39.3822 | 35.3846 | 43.4109 | 39.3822 | 35.3846 | 43.4109 |
Ratio Avg Win / Avg Loss | 2.7675 | 3.558 | 2.1613 | 3.0978 | 5.3187 | 1.9035 |
Largest Winning Trade | 87969 | 87969 | 49393 | 1225201 | 1225201 | 874179 |
Largest Losing Trade | -25579 | -18968 | -25579 | -512697 | -305518 | -512697 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 32 | 35 | 31 | 32 | 35 | 31 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4997 | 2551 | 2446 | 4997 | 2551 | 2446 |
Profit Streak | 9.4693 | 32.1359 | 0 | 9.4693 | 32.1359 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395531 | 243302 | 283327 | 371331 | 327591 | 265610 |
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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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