Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449839.7427 | 319997.8508 | 129841.8919 | 447009.9224 | 264229.0499 | 182780.8725 |
Total P&L (%) | 449.8397 | 319.9979 | 129.8419 | 447.0099 | 264.2291 | 182.7809 |
Avg Daily Profit (%) | 0.2328 | 0.1656 | 0.0672 | 0.088 | 0.0669 | 0.0538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87469 | -83313 | -90799 | -729908 | -593077 | -384874 |
Profit Factor | 1.5371 | 1.7328 | 1.3239 | 1.1334 | 1.1418 | 1.123 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 38.1443 | 32.9897 | 43.299 | 38.1443 | 32.9897 | 43.299 |
Ratio Avg Win / Avg Loss | 2.4926 | 3.5198 | 1.7337 | 1.838 | 2.3192 | 1.4706 |
Largest Winning Trade | 138620 | 138620 | 44056 | 553578 | 553578 | 225149 |
Largest Losing Trade | -32176 | -20990 | -32176 | -184139 | -184139 | -166377 |
Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Winners | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 11293 | 5066 | 6227 | 11293 | 5066 | 6227 |
Profit Streak | 53.4276 | 53.4276 | 61.9276 | 53.4276 | 53.4276 | 61.9276 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300887 | 153500 | -103806 | -150331 | -173408 | -208229 |
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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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