Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523115.3005 | 425442.7066 | 97672.5939 | 202196.9073 | 112852.2832 | 89344.6241 |
Total P&L (%) | 523.1153 | 425.4427 | 97.6726 | 202.1969 | 112.8523 | 89.3446 |
Avg Daily Profit (%) | 0.3281 | 0.2668 | 0.0613 | 0.0694 | 0.0474 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133198 | -125397 | -75669 | -186542 | -229558 | -95539 |
Profit Factor | 1.5475 | 1.8774 | 1.2075 | 1.1549 | 1.1678 | 1.1411 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 38.0711 | 33.3333 | 42.8571 | 38.0711 | 33.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5172 | 3.7549 | 1.61 | 1.8786 | 2.3357 | 1.5214 |
Largest Winning Trade | 304021 | 304021 | 32157 | 190462 | 190462 | 80698 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -42730 | -45075 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3149 | 1558 | 1591 | 3149 | 1558 | 1591 |
Profit Streak | 31.9551 | 31.9551 | 32.4551 | 31.9551 | 31.9551 | 32.4551 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342273 | 208888 | -112753 | -151701 | -170365 | -205898 |
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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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