Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195319.1598 | 1020775.2598 | 174543.9 | 4040987.5785 | 3831959.9228 | 209027.6557 |
Total P&L (%) | 1195.3192 | 1020.7753 | 174.5439 | 4040.9876 | 3831.9599 | 209.0277 |
Avg Daily Profit (%) | 0.5161 | 0.4407 | 0.0754 | 0.1609 | 0.1587 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173542 | -129358 | -162461 | -23950683 | -17503424 | -6743163 |
Profit Factor | 1.9148 | 2.5267 | 1.2736 | 1.0822 | 1.1355 | 1.01 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 35 | 31.5385 | 38.4615 | 35 | 31.5385 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.5561 | 5.4847 | 2.0377 | 2.0097 | 2.4649 | 1.616 |
Largest Winning Trade | 523858 | 523858 | 61332 | 13980714 | 13980714 | 2478627 |
Largest Losing Trade | -34294 | -34134 | -34294 | -4158229 | -4158229 | -3862555 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 8994 | 4300 | 4694 | 8994 | 4300 | 4694 |
Profit Streak | 13.7758 | 0 | 14.7758 | 13.7758 | 0 | 14.7758 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378048 | 270837 | -95395 | -125201 | -70074 | -340357 |
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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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