Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665268.675 | 573916.1208 | 91352.5542 | 1292431.2844 | 1082808.7389 | 209622.5455 |
Total P&L (%) | 665.2687 | 573.9161 | 91.3526 | 1292.4313 | 1082.8087 | 209.6225 |
Avg Daily Profit (%) | 0.4112 | 0.3547 | 0.0565 | 0.1629 | 0.1528 | 0.0699 |
Buy And Hold Return (%) | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 |
Max Trade Drawdown | -104577 | -156451 | -99452 | -2006748 | -1737139 | -1979892 |
Profit Factor | 1.6856 | 2.1167 | 1.2002 | 1.1129 | 1.1857 | 1.0373 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 43.6019 | 42.4528 | 44.7619 | 43.6019 | 42.4528 | 44.7619 |
Ratio Avg Win / Avg Loss | 2.1803 | 2.8693 | 1.4811 | 1.4395 | 1.6073 | 1.2801 |
Largest Winning Trade | 175462 | 175462 | 54313 | 1599063 | 1599063 | 614575 |
Largest Losing Trade | -51904 | -38802 | -51904 | -1303003 | -468508 | -1303003 |
Avg Bars in Trades | 90 | 90 | 89 | 90 | 90 | 89 |
Avg Bars in Winners | 128 | 140 | 118 | 128 | 140 | 118 |
Avg Bars in Losers | 60 | 54 | 66 | 60 | 54 | 66 |
Bars Traded | 19039 | 9633 | 9406 | 19039 | 9633 | 9406 |
Profit Streak | 510.8276 | 517.4943 | 510.8276 | 510.8276 | 517.4943 | 510.8276 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467576 | 400979 | -121936 | -88665 | -9708 | -280851 |
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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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