Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516053.0342 | 480300.3049 | 35752.7293 | 604815.5114 | 508941.1269 | 95874.3845 |
Total P&L (%) | 516.053 | 480.3003 | 35.7527 | 604.8155 | 508.9411 | 95.8744 |
Avg Daily Profit (%) | 0.9908 | 0.9222 | 0.0686 | 0.3756 | 0.3475 | 0.1292 |
Buy And Hold Return (%) | 223.0969 | 223.0969 | 223.0969 | 223.0969 | 223.0969 | 223.0969 |
Max Trade Drawdown | -47612 | -41173 | -22465 | -171325 | -138431 | -93873 |
Profit Factor | 2.4929 | 3.4888 | 1.2342 | 1.6137 | 1.926 | 1.22 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 34.1584 | 30.6931 | 37.6238 | 34.1584 | 30.6931 | 37.6238 |
Ratio Avg Win / Avg Loss | 4.8051 | 7.8779 | 2.0461 | 3.1105 | 4.349 | 2.0226 |
Largest Winning Trade | 441880 | 441880 | 20793 | 355482 | 355482 | 74925 |
Largest Losing Trade | -11557 | -9538 | -11557 | -42350 | -37769 | -42350 |
Avg Bars in Trades | 121 | 112 | 131 | 121 | 112 | 131 |
Avg Bars in Winners | 210 | 209 | 210 | 210 | 209 | 210 |
Avg Bars in Losers | 75 | 69 | 83 | 75 | 69 | 83 |
Bars Traded | 24609 | 11370 | 13239 | 24609 | 11370 | 13239 |
Profit Streak | 18.5042 | 19.6709 | 18.5042 | 18.5042 | 19.6709 | 18.5042 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327003 | 229028 | -271368 | 180990 | 23204 | -190761 |
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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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