Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418938.1597 | 331285.7348 | 87652.4249 | 32986.2956 | 169212.8794 | -136226.5838 |
Total P&L (%) | 418.9382 | 331.2857 | 87.6524 | 32.9863 | 169.2129 | -136.2266 |
Avg Daily Profit (%) | 0.2203 | 0.1742 | 0.0461 | 0.015 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177596 | -139493 | -169837 | -527225 | -261911 | -358771 |
Profit Factor | 1.3481 | 1.4964 | 1.1635 | 1.0153 | 1.1453 | 0.8626 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 42.7907 | 41.1215 | 44.4444 | 42.7907 | 41.1215 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8023 | 2.1425 | 1.4544 | 1.3574 | 1.6399 | 1.0782 |
Largest Winning Trade | 196314 | 196314 | 42980 | 221933 | 221933 | 162449 |
Largest Losing Trade | -44603 | -37182 | -44603 | -182581 | -182581 | -127147 |
Avg Bars in Trades | 52 | 58 | 47 | 52 | 58 | 47 |
Avg Bars in Winners | 75 | 85 | 66 | 75 | 85 | 66 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 11317 | 6231 | 5086 | 11317 | 6231 | 5086 |
Profit Streak | 498.6332 | 504.4665 | 498.6332 | 498.6332 | 504.4665 | 498.6332 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308363 | 239690 | -173880 | -380069 | -186021 | -580954 |
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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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