Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506728.0855 | 416721.7872 | 90006.2983 | 156643.1449 | 89748.9779 | 66894.1671 |
Total P&L (%) | 506.7281 | 416.7218 | 90.0063 | 156.6431 | 89.749 | 66.8942 |
Avg Daily Profit (%) | 0.3165 | 0.2603 | 0.0562 | 0.0589 | 0.04 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135934 | -133600 | -75669 | -171467 | -203918 | -95539 |
Profit Factor | 1.5265 | 1.8448 | 1.1918 | 1.1258 | 1.1389 | 1.1117 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 37.5661 | 32.6316 | 42.5532 | 37.5661 | 32.6316 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.537 | 3.8086 | 1.609 | 1.871 | 2.3512 | 1.5008 |
Largest Winning Trade | 304021 | 304021 | 28906 | 169567 | 169567 | 75445 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -40726 | -45075 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3149 | 1559 | 1590 | 3149 | 1559 | 1590 |
Profit Streak | 38.4592 | 38.4592 | 39.9592 | 38.4592 | 38.4592 | 39.9592 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325192 | 194604 | -128614 | -197908 | -212357 | -249271 |
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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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