Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559300.2588 | 411315.9137 | 147984.3451 | 483234.8633 | 97590.0522 | 385644.811 |
Total P&L (%) | 559.3003 | 411.3159 | 147.9843 | 483.2349 | 97.5901 | 385.6448 |
Avg Daily Profit (%) | 0.3195 | 0.235 | 0.0845 | 0.1008 | 0.0389 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118516 | -116888 | -125629 | -366938 | -329836 | -281948 |
Profit Factor | 1.5904 | 1.8699 | 1.3118 | 1.1736 | 1.0667 | 1.2921 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 36.0825 | 30.9278 | 41.2371 | 36.0825 | 30.9278 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.8172 | 4.1762 | 1.8693 | 2.079 | 2.3823 | 1.8413 |
Largest Winning Trade | 301768 | 301768 | 48331 | 228215 | 228215 | 147247 |
Largest Losing Trade | -23256 | -22718 | -23256 | -143761 | -119798 | -143761 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
Bars Traded | 3458 | 1720 | 1738 | 3458 | 1720 | 1738 |
Profit Streak | 13.7515 | 0 | 14.2515 | 13.7515 | 0 | 14.2515 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306327 | 145247 | -81653 | -90380 | -294414 | -74066 |
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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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