Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827122.6289 | 722021.5118 | 105101.1171 | 868765.6476 | 387267.6213 | 481498.0263 |
Total P&L (%) | 827.1226 | 722.0215 | 105.1011 | 868.7656 | 387.2676 | 481.498 |
Avg Daily Profit (%) | 0.397 | 0.3466 | 0.0504 | 0.1091 | 0.076 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128010 | -101780 | -62029 | -5060483 | -3548823 | -2179662 |
Profit Factor | 1.8019 | 2.3616 | 1.2097 | 1.039 | 1.0324 | 1.0467 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 37.4046 | 35.1145 | 39.6947 | 37.4046 | 35.1145 | 39.6947 |
Ratio Avg Win / Avg Loss | 3.0155 | 4.3639 | 1.8378 | 1.7388 | 1.9078 | 1.5901 |
Largest Winning Trade | 324887 | 324887 | 53250 | 2808152 | 2808152 | 1852336 |
Largest Losing Trade | -35095 | -29592 | -35095 | -1473034 | -1473034 | -921098 |
Avg Bars in Trades | 94 | 87 | 100 | 94 | 87 | 100 |
Avg Bars in Winners | 156 | 136 | 174 | 156 | 136 | 174 |
Avg Bars in Losers | 56 | 61 | 51 | 56 | 61 | 51 |
Bars Traded | 24663 | 11522 | 13141 | 24663 | 11522 | 13141 |
Profit Streak | 0 | 0 | 24.682 | 0 | 0 | 24.682 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346034 | 280550 | -128085 | -226980 | -281139 | -251364 |
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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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