Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265069.2886 | 200665.6163 | 64403.6723 | 526925.677 | 306844.5515 | 220081.1255 |
Total P&L (%) | 265.0693 | 200.6656 | 64.4037 | 526.9257 | 306.8446 | 220.0811 |
Avg Daily Profit (%) | 0.5089 | 0.3853 | 0.1237 | 0.3531 | 0.2698 | 0.2236 |
Buy And Hold Return (%) | 55.895 | 55.895 | 55.895 | 55.895 | 55.895 | 55.895 |
Max Trade Drawdown | -44256 | -52263 | -25127 | -237879 | -288847 | -122341 |
Profit Factor | 1.5902 | 1.8796 | 1.2915 | 1.3288 | 1.357 | 1.2962 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 36.8159 | 35.6436 | 38 | 36.8159 | 35.6436 | 38 |
Ratio Avg Win / Avg Loss | 2.7291 | 3.3936 | 2.1071 | 2.2806 | 2.4502 | 2.1149 |
Largest Winning Trade | 89021 | 89021 | 25637 | 158470 | 158470 | 86284 |
Largest Losing Trade | -11477 | -11304 | -11477 | -69840 | -69840 | -59168 |
Avg Bars in Trades | 123 | 126 | 119 | 123 | 126 | 119 |
Avg Bars in Winners | 189 | 201 | 177 | 189 | 201 | 177 |
Avg Bars in Losers | 84 | 85 | 84 | 84 | 85 | 84 |
Bars Traded | 24730 | 12773 | 11957 | 24730 | 12773 | 11957 |
Profit Streak | 16.7233 | 17.3275 | 16.7233 | 16.7233 | 17.3275 | 16.7233 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306151 | 173386 | -150157 | 271937 | 121847 | 63600 |
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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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