Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989506.3446 | 803868.2906 | 185638.054 | 3036453.6264 | 839197.9088 | 2197255.7176 |
Total P&L (%) | 989.5063 | 803.8683 | 185.6381 | 3036.4536 | 839.1979 | 2197.2557 |
Avg Daily Profit (%) | 0.5005 | 0.4066 | 0.0939 | 0.1744 | 0.1134 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146849 | -106531 | -124398 | -8651858 | -5098977 | -4350023 |
Profit Factor | 1.7364 | 2.1251 | 1.295 | 1.1236 | 1.0593 | 1.2111 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Losing Trades | 195 | 103 | 92 | 195 | 103 | 92 |
Profitability (%) | 45.6825 | 42.4581 | 48.8889 | 45.6825 | 42.4581 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0646 | 2.88 | 1.3539 | 1.3359 | 1.4356 | 1.2661 |
Largest Winning Trade | 389356 | 389356 | 67812 | 3339836 | 3339836 | 1154496 |
Largest Losing Trade | -43870 | -43870 | -29501 | -3234033 | -3234033 | -1890038 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 21 | 25 | 19 | 21 | 25 | 19 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5870 | 3247 | 2623 | 5870 | 3247 | 2623 |
Profit Streak | 491.9634 | 0 | 498.9634 | 491.9634 | 0 | 498.9634 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538476 | 416590 | -66737 | -75725 | -198866 | 289506 |
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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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