Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614212.0976 | 535347.4587 | 78864.6389 | 199577.1892 | 110295.1026 | 89282.0866 |
Total P&L (%) | 614.2121 | 535.3475 | 78.8646 | 199.5772 | 110.2951 | 89.2821 |
Avg Daily Profit (%) | 0.3252 | 0.2834 | 0.0417 | 0.0581 | 0.0394 | 0.0338 |
Buy And Hold Return (%) | 22.3529 | 22.3529 | 22.3529 | 22.3529 | 22.3529 | 22.3529 |
Max Trade Drawdown | -249065 | -101371 | -196285 | -3525484 | -2275297 | -2075272 |
Profit Factor | 1.5053 | 1.9658 | 1.1193 | 1.0223 | 1.0235 | 1.0211 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 54.4118 | 50.9804 | 57.8431 | 54.4118 | 50.9804 | 57.8431 |
Ratio Avg Win / Avg Loss | 1.2612 | 1.8901 | 0.8157 | 0.8566 | 0.9841 | 0.7442 |
Largest Winning Trade | 208995 | 208995 | 53677 | 1110653 | 1110653 | 543666 |
Largest Losing Trade | -79890 | -31661 | -79890 | -754117 | -696942 | -754117 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3767 | 1881 | 1885 | 3767 | 1881 | 1885 |
Profit Streak | 34.381 | 34.381 | 83.381 | 34.381 | 34.381 | 83.381 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497067 | 473366 | -228372 | -309590 | -337390 | -346595 |
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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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