Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566020.3928 | 478871.202 | 87149.1908 | 715814.2727 | 366858.0205 | 348956.2523 |
Total P&L (%) | 566.0204 | 478.8712 | 87.1492 | 715.8143 | 366.858 | 348.9563 |
Avg Daily Profit (%) | 0.3498 | 0.296 | 0.0539 | 0.1298 | 0.0953 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185207 | -156289 | -83324 | -2356924 | -2164575 | -1041385 |
Profit Factor | 1.5814 | 1.9723 | 1.1812 | 1.0803 | 1.0808 | 1.0798 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 36.6337 | 32.6733 | 40.5941 | 36.6337 | 32.6733 | 40.5941 |
Ratio Avg Win / Avg Loss | 2.7354 | 4.0642 | 1.7286 | 1.8686 | 2.2271 | 1.5802 |
Largest Winning Trade | 206163 | 206163 | 65254 | 1028028 | 729083 | 1028028 |
Largest Losing Trade | -25784 | -23521 | -25784 | -342661 | -280787 | -342661 |
Avg Bars in Trades | 94 | 92 | 95 | 94 | 92 | 95 |
Avg Bars in Winners | 158 | 169 | 150 | 158 | 169 | 150 |
Avg Bars in Losers | 57 | 55 | 58 | 57 | 55 | 58 |
Bars Traded | 19071 | 9390 | 9681 | 19071 | 9390 | 9681 |
Profit Streak | 500.0306 | 521.0306 | 0 | 500.0306 | 521.0306 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312364 | 220488 | -145053 | -153951 | -202384 | -204586 |
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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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