Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459477.2542 | 144536.7218 | 314940.5324 | 1305873.1039 | 874495.2927 | 431377.8112 |
Total P&L (%) | 459.4773 | 144.5367 | 314.9405 | 1305.8731 | 874.4953 | 431.3778 |
Avg Daily Profit (%) | 0.3106 | 0.0977 | 0.2129 | 0.1788 | 0.154 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151979 | -42132 | -152086 | -1746272 | -389633 | -1593404 |
Profit Factor | 1.8255 | 1.7786 | 1.849 | 1.3471 | 1.9395 | 1.1524 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 61.5385 | 62.2449 | 60.8247 | 61.5385 | 62.2449 | 60.8247 |
Ratio Avg Win / Avg Loss | 1.1409 | 1.0788 | 1.1909 | 0.842 | 1.1764 | 0.7422 |
Largest Winning Trade | 49714 | 29308 | 49714 | 393434 | 190354 | 393434 |
Largest Losing Trade | -69272 | -16020 | -69272 | -773020 | -89760 | -773020 |
Avg Bars in Trades | 21 | 5 | 37 | 21 | 5 | 37 |
Avg Bars in Winners | 16 | 6 | 26 | 16 | 6 | 26 |
Avg Bars in Losers | 30 | 5 | 55 | 30 | 5 | 55 |
Bars Traded | 4244 | 571 | 3672 | 4244 | 571 | 3672 |
Profit Streak | 20.0875 | 167.0875 | 0 | 20.0875 | 167.0875 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513661 | -57260 | 404521 | 356825 | 476247 | -95643 |
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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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