Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718936.0916 | 617813.7731 | 101122.3185 | 639198.7729 | 403934.4269 | 235264.346 |
Total P&L (%) | 718.9361 | 617.8138 | 101.1223 | 639.1988 | 403.9344 | 235.2643 |
Avg Daily Profit (%) | 0.3011 | 0.2588 | 0.0424 | 0.0838 | 0.0678 | 0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97689 | -77097 | -156206 | -740995 | -548118 | -395994 |
Profit Factor | 1.6238 | 2.0918 | 1.1724 | 1.1506 | 1.1699 | 1.1259 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 53.9683 | 57.8947 | 50 | 53.9683 | 57.8947 | 50 |
Ratio Avg Win / Avg Loss | 1.385 | 1.5213 | 1.1724 | 0.9814 | 0.8509 | 1.1259 |
Largest Winning Trade | 246350 | 246350 | 69726 | 368392 | 322173 | 368392 |
Largest Losing Trade | -49573 | -35414 | -49573 | -219469 | -199327 | -219469 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 28 | 16 | 41 | 28 | 16 | 41 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 4634 | 1667 | 2967 | 4634 | 1667 | 2967 |
Profit Streak | 21.6681 | 34.1681 | 21.6681 | 21.6681 | 34.1681 | 21.6681 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508102 | 522406 | -167022 | -133939 | -135716 | -206983 |
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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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