Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637843.9345 | 512973.8957 | 124870.0388 | 1906611.066 | 2139878.2333 | -233267.1673 |
Total P&L (%) | 637.8439 | 512.9739 | 124.87 | 1906.6111 | 2139.8782 | -233.2672 |
Avg Daily Profit (%) | 0.2551 | 0.2051 | 0.0499 | 0.12 | 0.1244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107462 | -91722 | -83771 | -6013908 | -4440044 | -4179439 |
Profit Factor | 1.5543 | 1.8406 | 1.2311 | 1.0564 | 1.1194 | 0.9853 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
Profitability (%) | 37.0229 | 34.3511 | 39.6947 | 37.0229 | 34.3511 | 39.6947 |
Ratio Avg Win / Avg Loss | 2.6439 | 3.5175 | 1.8703 | 1.7969 | 2.1394 | 1.4969 |
Largest Winning Trade | 106862 | 106862 | 42116 | 3265686 | 3265686 | 1518090 |
Largest Losing Trade | -26225 | -26225 | -20848 | -1291019 | -1291019 | -1259043 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 49 | 52 | 47 | 49 | 52 | 47 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 7452 | 3678 | 3774 | 7452 | 3678 | 3774 |
Profit Streak | 23.3636 | 0 | 26.3636 | 23.3636 | 0 | 26.3636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302590 | 200145 | -128847 | -192631 | -120573 | -582506 |
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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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