Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448614.2469 | 357128.1862 | 91486.0607 | 273850.1427 | 287633.3619 | -13783.2193 |
Total P&L (%) | 448.6142 | 357.1282 | 91.4861 | 273.8501 | 287.6334 | -13.7832 |
Avg Daily Profit (%) | 0.2636 | 0.2098 | 0.0538 | 0.0775 | 0.0796 | -0.0087 |
Buy And Hold Return (%) | 105.2512 | 105.2512 | 105.2512 | 105.2512 | 105.2512 | 105.2512 |
Max Trade Drawdown | -115217 | -47899 | -124472 | -529622 | -255964 | -279462 |
Profit Factor | 1.5672 | 2.1306 | 1.1926 | 1.1229 | 1.3133 | 0.9895 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 52.9126 | 51.4563 | 54.3689 | 52.9126 | 51.4563 | 54.3689 |
Ratio Avg Win / Avg Loss | 1.3947 | 2.01 | 1.0009 | 0.9993 | 1.239 | 0.8305 |
Largest Winning Trade | 93021 | 93021 | 41073 | 123738 | 123738 | 88055 |
Largest Losing Trade | -85797 | -34639 | -85797 | -268143 | -83260 | -268143 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 15 | 12 | 17 | 15 | 12 | 17 |
Bars Traded | 3245 | 1458 | 1787 | 3245 | 1458 | 1787 |
Profit Streak | 32.9723 | 32.9723 | 45.4723 | 32.9723 | 32.9723 | 45.4723 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382376 | 350041 | -294040 | -177206 | -89079 | -579225 |
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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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