Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621049.7936 | 461047.3586 | 160002.435 | 1200600.0862 | 390363.1646 | 810236.9216 |
Total P&L (%) | 621.0498 | 461.0474 | 160.0024 | 1200.6001 | 390.3632 | 810.2369 |
Avg Daily Profit (%) | 0.3838 | 0.2849 | 0.0989 | 0.1587 | 0.0983 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172453 | -182779 | -122473 | -6958271 | -6848827 | -5596140 |
Profit Factor | 1.5293 | 1.8243 | 1.2606 | 1.04 | 1.0269 | 1.0523 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 178 | 90 | 88 | 178 | 90 | 88 |
Profitability (%) | 37.1025 | 36.1702 | 38.0282 | 37.1025 | 36.1702 | 38.0282 |
Ratio Avg Win / Avg Loss | 2.5925 | 3.2193 | 2.0543 | 1.763 | 1.8121 | 1.7149 |
Largest Winning Trade | 195147 | 195147 | 46590 | 1956179 | 1707808 | 1956179 |
Largest Losing Trade | -38948 | -22892 | -38948 | -1685932 | -1685932 | -990068 |
Avg Bars in Trades | 66 | 69 | 64 | 66 | 69 | 64 |
Avg Bars in Winners | 105 | 110 | 101 | 105 | 110 | 101 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 18959 | 9793 | 9166 | 18959 | 9793 | 9166 |
Profit Streak | 499.7953 | 533.4619 | 499.7953 | 499.7953 | 533.4619 | 499.7953 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346681 | 273041 | -64249 | -170313 | -255807 | -176390 |
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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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