Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592349.5797 | 427178.1344 | 165171.4453 | 2682847.9118 | 796229.9316 | 1886617.9803 |
Total P&L (%) | 592.3496 | 427.1781 | 165.1714 | 2682.8479 | 796.2299 | 1886.618 |
Avg Daily Profit (%) | 0.3345 | 0.2412 | 0.0933 | 0.188 | 0.1239 | 0.1689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58858 | -76843 | -60597 | -1903250 | -2229653 | -901353 |
Profit Factor | 1.6824 | 1.9282 | 1.405 | 1.225 | 1.1209 | 1.3536 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 39.5939 | 36.3636 | 42.8571 | 39.5939 | 36.3636 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5668 | 3.3744 | 1.8734 | 1.869 | 1.9615 | 1.8048 |
Largest Winning Trade | 116275 | 116275 | 66760 | 760454 | 760454 | 700541 |
Largest Losing Trade | -20995 | -18322 | -20995 | -729680 | -392555 | -729680 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3506 | 1846 | 1661 | 3506 | 1846 | 1661 |
Profit Streak | 33.1258 | 33.1258 | 34.6258 | 33.1258 | 33.1258 | 34.6258 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382755 | 246980 | -68866 | 249462 | -118397 | 253579 |
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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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