Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667065.3103 | 516426.0815 | 150639.2287 | 303077.8503 | 293970.26 | 9107.5902 |
Total P&L (%) | 667.0653 | 516.4261 | 150.6392 | 303.0779 | 293.9703 | 9.1076 |
Avg Daily Profit (%) | 0.4516 | 0.3496 | 0.102 | 0.0944 | 0.0929 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141139 | -93752 | -92782 | -650460 | -394270 | -413539 |
Profit Factor | 1.6986 | 2.0725 | 1.3182 | 1.1097 | 1.2091 | 1.0067 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 39.7906 | 34.375 | 45.2632 | 39.7906 | 34.375 | 45.2632 |
Ratio Avg Win / Avg Loss | 2.5703 | 3.9566 | 1.5942 | 1.6791 | 2.3083 | 1.2174 |
Largest Winning Trade | 334357 | 334357 | 67625 | 494511 | 494511 | 97606 |
Largest Losing Trade | -31279 | -31279 | -30360 | -171738 | -171738 | -138869 |
Avg Bars in Trades | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Winners | 140 | 121 | 155 | 140 | 121 | 155 |
Avg Bars in Losers | 58 | 56 | 60 | 58 | 56 | 60 |
Bars Traded | 17419 | 7584 | 9835 | 17419 | 7584 | 9835 |
Profit Streak | 20.1338 | 35.6338 | 20.1338 | 20.1338 | 35.6338 | 20.1338 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428608 | 299576 | -57123 | -167203 | -73290 | -565452 |
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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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