Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627096.6295 | 505140.3662 | 121956.2634 | 2452715.5633 | 968004.3918 | 1484711.1715 |
Total P&L (%) | 627.0966 | 505.1404 | 121.9563 | 2452.7156 | 968.0044 | 1484.7112 |
Avg Daily Profit (%) | 0.3373 | 0.2717 | 0.0656 | 0.1744 | 0.1275 | 0.1487 |
Buy And Hold Return (%) | 36.0917 | 36.0917 | 36.0917 | 36.0917 | 36.0917 | 36.0917 |
Max Trade Drawdown | -155875 | -88281 | -143137 | -1884759 | -762663 | -1143439 |
Profit Factor | 1.725 | 2.2852 | 1.2584 | 1.3378 | 1.2554 | 1.4278 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 56.4767 | 55.6701 | 57.2917 | 56.4767 | 55.6701 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.3293 | 1.8197 | 0.9381 | 1.0309 | 0.9997 | 1.0643 |
Largest Winning Trade | 92137 | 92137 | 65550 | 688176 | 688176 | 594105 |
Largest Losing Trade | -43522 | -37835 | -43522 | -1143439 | -587073 | -1143439 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 29 | 18 | 40 | 29 | 18 | 40 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 5373 | 1933 | 3440 | 5373 | 1933 | 3440 |
Profit Streak | 41.9824 | 47.3158 | 41.9824 | 41.9824 | 47.3158 | 41.9824 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537173 | 529468 | -108748 | 420678 | -22563 | 287650 |
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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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