Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442972.9059 | 340692.7222 | 102280.1837 | 553298.8644 | 215443.3455 | 337855.5189 |
Total P&L (%) | 442.9729 | 340.6927 | 102.2802 | 553.2989 | 215.4433 | 337.8555 |
Avg Daily Profit (%) | 0.2484 | 0.191 | 0.0573 | 0.1053 | 0.0644 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102716 | -113429 | -60597 | -383641 | -425862 | -221566 |
Profit Factor | 1.4818 | 1.7085 | 1.2333 | 1.1855 | 1.1316 | 1.2511 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 38.1443 | 35.0515 | 41.2371 | 38.1443 | 35.0515 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.403 | 3.1657 | 1.7574 | 1.9224 | 2.0967 | 1.7828 |
Largest Winning Trade | 116275 | 116275 | 59958 | 187529 | 171934 | 187529 |
Largest Losing Trade | -41289 | -21382 | -41289 | -124142 | -95556 | -124142 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3523 | 1833 | 1689 | 3523 | 1833 | 1689 |
Profit Streak | 44.3672 | 44.3672 | 45.8672 | 44.3672 | 44.3672 | 45.8672 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303987 | 198202 | -117992 | -69306 | -186874 | -83903 |
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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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