Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520098.4936 | 416721.7872 | 103376.7065 | 190957.381 | 89748.9779 | 101208.4031 |
Total P&L (%) | 520.0985 | 416.7218 | 103.3767 | 190.9574 | 89.749 | 101.2084 |
Avg Daily Profit (%) | 0.3246 | 0.26 | 0.0645 | 0.0667 | 0.04 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135934 | -133600 | -75669 | -171467 | -203918 | -95539 |
Profit Factor | 1.5404 | 1.8448 | 1.2203 | 1.1534 | 1.1389 | 1.169 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 37.8947 | 32.6316 | 43.1579 | 37.8947 | 32.6316 | 43.1579 |
Ratio Avg Win / Avg Loss | 2.5245 | 3.8086 | 1.6073 | 1.8902 | 2.3512 | 1.5397 |
Largest Winning Trade | 304021 | 304021 | 28906 | 169567 | 169567 | 75445 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -40726 | -45075 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3176 | 1559 | 1617 | 3176 | 1559 | 1617 |
Profit Streak | 39.9428 | 39.9428 | 41.4428 | 39.9428 | 39.9428 | 41.4428 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351321 | 194598 | -107781 | -156651 | -212404 | -169835 |
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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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