Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374412.6508 | 283327.4601 | 91085.1907 | 199497.4995 | -33970.7449 | 233468.2444 |
Total P&L (%) | 374.4127 | 283.3275 | 91.0852 | 199.4975 | -33.9707 | 233.4682 |
Avg Daily Profit (%) | 0.2028 | 0.1535 | 0.0493 | 0.0594 | -0.0225 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128187 | -93619 | -69933 | -1210111 | -820148 | -649764 |
Profit Factor | 1.4488 | 1.6169 | 1.2429 | 1.0396 | 0.9882 | 1.1079 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 43.9394 | 41.4141 | 46.4646 | 43.9394 | 41.4141 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.8484 | 2.2873 | 1.432 | 1.3264 | 1.3979 | 1.2765 |
Largest Winning Trade | 111876 | 111876 | 41338 | 393549 | 393549 | 311389 |
Largest Losing Trade | -39963 | -36421 | -39963 | -413838 | -295392 | -413838 |
Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 10928 | 5002 | 5926 | 10928 | 5002 | 5926 |
Profit Streak | 5.9446 | 0 | 8.2779 | 5.9446 | 0 | 8.2779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328578 | 239581 | -128286 | -291111 | -582740 | -208639 |
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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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