Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723503.6294 | 545573.5812 | 177930.0482 | 1121404.4162 | 686436.5259 | 434967.8904 |
Total P&L (%) | 723.5036 | 545.5736 | 177.93 | 1121.4044 | 686.4365 | 434.9679 |
Avg Daily Profit (%) | 0.4143 | 0.3124 | 0.1019 | 0.1434 | 0.1182 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127861 | -118798 | -42731 | -689855 | -545817 | -427180 |
Profit Factor | 1.8957 | 2.2493 | 1.4795 | 1.2352 | 1.2907 | 1.1808 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 32.4873 | 26.2626 | 38.7755 | 32.4873 | 26.2626 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.9394 | 6.3153 | 2.336 | 2.5669 | 3.624 | 1.8644 |
Largest Winning Trade | 347507 | 347507 | 54092 | 664092 | 664092 | 342134 |
Largest Losing Trade | -40671 | -17620 | -40671 | -297945 | -180435 | -297945 |
Avg Bars in Trades | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Winners | 39 | 36 | 40 | 39 | 36 | 40 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3418 | 1452 | 1966 | 3418 | 1452 | 1966 |
Profit Streak | 20.2306 | 35.7306 | 0 | 20.2306 | 35.7306 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306763 | -10439 | -59057 | -5345 | -57432 | -89676 |
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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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