Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674765.427 | 549505.2995 | 125260.1275 | 376100.157 | 476540.7779 | -100440.6209 |
Total P&L (%) | 674.7654 | 549.5053 | 125.2601 | 376.1002 | 476.5408 | -100.4406 |
Avg Daily Profit (%) | 0.2825 | 0.2301 | 0.0524 | 0.0654 | 0.0734 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303291 | -217505 | -169265 | -12433248 | -10422217 | -3222721 |
Profit Factor | 1.311 | 1.4615 | 1.128 | 1.0114 | 1.0228 | 0.9917 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 320 | 154 | 166 | 320 | 154 | 166 |
Losing Trades | 278 | 145 | 133 | 278 | 145 | 133 |
Profitability (%) | 53.5117 | 51.505 | 55.5184 | 53.5117 | 51.505 | 55.5184 |
Ratio Avg Win / Avg Loss | 1.139 | 1.3761 | 0.9038 | 0.8787 | 0.963 | 0.7945 |
Largest Winning Trade | 134877 | 134877 | 32036 | 5117872 | 5117872 | 1235405 |
Largest Losing Trade | -53676 | -53676 | -42308 | -3201184 | -3201184 | -2043128 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 21 | 27 | 16 | 21 | 27 | 16 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 14159 | 8490 | 5669 | 14159 | 8490 | 5669 |
Profit Streak | 50.0826 | 50.0826 | 52.7493 | 50.0826 | 50.0826 | 52.7493 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517700 | 443890 | -200790 | -309801 | -289093 | -577302 |
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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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