Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506446.8034 | 451993.8899 | 54452.9135 | 608134.2636 | 372494.3639 | 235639.8996 |
Total P&L (%) | 506.4468 | 451.9939 | 54.4529 | 608.1343 | 372.4944 | 235.6399 |
Avg Daily Profit (%) | 0.2761 | 0.2465 | 0.0297 | 0.1068 | 0.0847 | 0.066 |
Buy And Hold Return (%) | 124.1949 | 124.1949 | 124.1949 | 124.1949 | 124.1949 | 124.1949 |
Max Trade Drawdown | -182876 | -174463 | -104647 | -683478 | -608190 | -220740 |
Profit Factor | 1.5786 | 1.9276 | 1.1404 | 1.3119 | 1.3175 | 1.3034 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 57.4359 | 57.1429 | 57.732 | 57.4359 | 57.1429 | 57.732 |
Ratio Avg Win / Avg Loss | 1.1699 | 1.4457 | 0.8349 | 0.9722 | 0.9882 | 0.9543 |
Largest Winning Trade | 211330 | 211330 | 47606 | 205534 | 205534 | 117484 |
Largest Losing Trade | -36897 | -35537 | -36897 | -200244 | -200244 | -108727 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 3542 | 1905 | 1637 | 3542 | 1905 | 1637 |
Profit Streak | 44.8749 | 92.3749 | 44.8749 | 44.8749 | 92.3749 | 44.8749 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438596 | 375168 | -384394 | -49078 | -82055 | -111477 |
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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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