Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493051.136 | 296552.7569 | 196498.3791 | 1878987.3203 | 1138468.2733 | 740519.047 |
Total P&L (%) | 493.0511 | 296.5528 | 196.4984 | 1878.9873 | 1138.4683 | 740.519 |
Avg Daily Profit (%) | 0.3625 | 0.218 | 0.1444 | 0.2197 | 0.1852 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101977 | -89498 | -80034 | -1180892 | -1016833 | -349764 |
Profit Factor | 1.6471 | 1.7532 | 1.5337 | 1.4733 | 1.5318 | 1.4048 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 36.3636 | 33.3333 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.8824 | 3.5064 | 2.3595 | 2.5782 | 3.0635 | 2.1612 |
Largest Winning Trade | 71415 | 71415 | 40719 | 513573 | 513573 | 437300 |
Largest Losing Trade | -19442 | -19442 | -18947 | -220844 | -220844 | -170784 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 3954 | 2135 | 1819 | 3954 | 2135 | 1819 |
Profit Streak | 37.6025 | 37.6025 | 39.6025 | 37.6025 | 37.6025 | 39.6025 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328652 | 185391 | -1174 | 268569 | 164632 | 212852 |
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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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