Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661279.2206 | 499533.2066 | 161746.0141 | 1645757.4523 | -21466.4445 | 1667223.8968 |
Total P&L (%) | 661.2792 | 499.5332 | 161.746 | 1645.7575 | -21.4664 | 1667.2239 |
Avg Daily Profit (%) | 0.3396 | 0.2565 | 0.0831 | 0.147 | -0.0124 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146713 | -104001 | -67636 | -1715837 | -1249040 | -608747 |
Profit Factor | 1.7279 | 2.0633 | 1.3687 | 1.2256 | 0.9944 | 1.4844 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 50.7692 | 45.3608 | 56.1224 | 50.7692 | 45.3608 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.6755 | 2.4853 | 1.0701 | 1.1884 | 1.1978 | 1.1606 |
Largest Winning Trade | 226427 | 226427 | 51281 | 447452 | 447452 | 411647 |
Largest Losing Trade | -39099 | -39099 | -39051 | -527685 | -527685 | -451313 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 3798 | 1733 | 2066 | 3798 | 1733 | 2066 |
Profit Streak | 4.5403 | 18.0403 | 4.5403 | 4.5403 | 18.0403 | 4.5403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527528 | 387692 | -80502 | 191596 | -580368 | 239687 |
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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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