Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600770.3535 | 582034.6514 | 18735.7021 | 435203.0917 | 215960.2965 | 219242.7952 |
Total P&L (%) | 600.7704 | 582.0347 | 18.7357 | 435.2031 | 215.9603 | 219.2428 |
Avg Daily Profit (%) | 0.3713 | 0.3597 | 0.0116 | 0.1037 | 0.0711 | 0.0718 |
Buy And Hold Return (%) | 23.2955 | 23.2955 | 23.2955 | 23.2955 | 23.2955 | 23.2955 |
Max Trade Drawdown | -107557 | -100431 | -130206 | -794858 | -664736 | -414930 |
Profit Factor | 1.6911 | 2.3223 | 1.0437 | 1.128 | 1.1247 | 1.1315 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Profitability (%) | 42.1569 | 44.1176 | 40.1961 | 42.1569 | 44.1176 | 40.1961 |
Ratio Avg Win / Avg Loss | 2.3204 | 2.9416 | 1.5528 | 1.5478 | 1.4246 | 1.6834 |
Largest Winning Trade | 195663 | 195663 | 70953 | 392764 | 326389 | 392764 |
Largest Losing Trade | -47502 | -29219 | -47502 | -291538 | -170026 | -291538 |
Avg Bars in Trades | 92 | 89 | 96 | 92 | 89 | 96 |
Avg Bars in Winners | 155 | 145 | 167 | 155 | 145 | 167 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 18939 | 9134 | 9805 | 18939 | 9134 | 9805 |
Profit Streak | 497.3977 | 498.9811 | 497.3977 | 497.3977 | 498.9811 | 497.3977 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434162 | 439753 | -518041 | -133726 | -182910 | -175427 |
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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) |
---|