Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467552.3276 | 318314.5643 | 149237.7633 | 63821.1474 | -89570.1212 | 153391.2686 |
Total P&L (%) | 467.5523 | 318.3146 | 149.2378 | 63.8211 | -89.5701 | 153.3913 |
Avg Daily Profit (%) | 0.257 | 0.175 | 0.082 | 0.0271 | -0.1242 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137304 | -131494 | -96071 | -650034 | -534916 | -515658 |
Profit Factor | 1.5071 | 1.6706 | 1.3335 | 1.0257 | 0.9288 | 1.1255 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
Losing Trades | 107 | 62 | 45 | 107 | 62 | 45 |
Profitability (%) | 48.3092 | 39.8058 | 56.7308 | 48.3092 | 39.8058 | 56.7308 |
Ratio Avg Win / Avg Loss | 1.6126 | 2.5263 | 1.0171 | 1.0975 | 1.4046 | 0.8585 |
Largest Winning Trade | 301007 | 301007 | 57638 | 311820 | 311820 | 232892 |
Largest Losing Trade | -63797 | -26168 | -63797 | -267632 | -105065 | -267632 |
Avg Bars in Trades | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Winners | 138 | 131 | 142 | 138 | 131 | 142 |
Avg Bars in Losers | 71 | 71 | 72 | 71 | 71 | 72 |
Bars Traded | 21538 | 9826 | 11712 | 21538 | 9826 | 11712 |
Profit Streak | 31.6278 | 34.4611 | 31.6278 | 31.6278 | 34.4611 | 31.6278 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431752 | 247296 | -82015 | -347838 | -582813 | -207617 |
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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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