Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318904.1673 | 303907.2786 | 14996.8887 | 139762.1795 | 268766.0748 | -129003.8953 |
Total P&L (%) | 318.9042 | 303.9073 | 14.9969 | 139.7622 | 268.7661 | -129.0039 |
Avg Daily Profit (%) | 0.2577 | 0.2456 | 0.0121 | 0.0707 | 0.1055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164826 | -57897 | -160862 | -237102 | -58093 | -237611 |
Profit Factor | 1.3739 | 1.8756 | 1.0296 | 1.1952 | 2.1125 | 0.7281 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 52.8497 | 51.0417 | 54.6392 | 52.8497 | 51.0417 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.2257 | 1.799 | 0.8548 | 1.0663 | 2.0263 | 0.6045 |
Largest Winning Trade | 98991 | 98991 | 30371 | 127990 | 127990 | 27043 |
Largest Losing Trade | -52064 | -52064 | -50954 | -131099 | -52427 | -131099 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 3589 | 2110 | 1480 | 3589 | 2110 | 1480 |
Profit Streak | 72.0624 | 120.0624 | 72.0624 | 72.0624 | 120.0624 | 72.0624 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426056 | 473143 | -374589 | -101181 | -46518 | -578818 |
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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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