Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332866.9327 | 209990.0883 | 122876.8445 | 251188.3903 | 196348.7622 | 54839.6282 |
Total P&L (%) | 332.8669 | 209.9901 | 122.8768 | 251.1884 | 196.3488 | 54.8396 |
Avg Daily Profit (%) | 0.1979 | 0.1248 | 0.0731 | 0.0747 | 0.0646 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91319 | -81650 | -61494 | -618791 | -376205 | -377698 |
Profit Factor | 1.5106 | 1.6236 | 1.3898 | 1.0961 | 1.1481 | 1.0426 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 42.6752 | 36.7089 | 48.7179 | 42.6752 | 36.7089 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.0291 | 2.7993 | 1.463 | 1.4724 | 1.9794 | 1.0975 |
Largest Winning Trade | 103013 | 103013 | 51994 | 378907 | 378907 | 172477 |
Largest Losing Trade | -24760 | -22486 | -24760 | -179198 | -143520 | -179198 |
Avg Bars in Trades | 126 | 112 | 141 | 126 | 112 | 141 |
Avg Bars in Winners | 198 | 181 | 211 | 198 | 181 | 211 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 19918 | 8854 | 11064 | 19918 | 8854 | 11064 |
Profit Streak | 39.3036 | 39.3036 | 50.1369 | 39.3036 | 39.3036 | 50.1369 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325689 | -54859 | -128738 | -209007 | -194800 | -366759 |
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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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