Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433281.5839 | 272143.2551 | 161138.3288 | 489396.6985 | 301108.1812 | 188288.5173 |
Total P&L (%) | 433.2816 | 272.1433 | 161.1383 | 489.3967 | 301.1082 | 188.2885 |
Avg Daily Profit (%) | 0.3178 | 0.1996 | 0.1182 | 0.1302 | 0.1019 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139217 | -76240 | -167857 | -252016 | -180401 | -254872 |
Profit Factor | 1.5235 | 1.5965 | 1.4338 | 1.3925 | 1.4247 | 1.35 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 52.8796 | 48.9583 | 56.8421 | 52.8796 | 48.9583 | 56.8421 |
Ratio Avg Win / Avg Loss | 1.3575 | 1.6644 | 1.0886 | 1.2408 | 1.4853 | 1.025 |
Largest Winning Trade | 82230 | 82230 | 35582 | 173805 | 173805 | 62117 |
Largest Losing Trade | -53398 | -49035 | -53398 | -128658 | -128658 | -100184 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 7957 | 4298 | 3659 | 7957 | 4298 | 3659 |
Profit Streak | 44.3003 | 44.3003 | 54.467 | 44.3003 | 44.3003 | 54.467 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466056 | 392729 | -32320 | -15686 | -55757 | -86836 |
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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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