Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455948.1328 | 312513.6489 | 143434.4839 | 262605.8637 | 545711.4219 | -283105.5583 |
Total P&L (%) | 455.9481 | 312.5136 | 143.4345 | 262.6059 | 545.7114 | -283.1056 |
Avg Daily Profit (%) | 0.2396 | 0.1643 | 0.0754 | 0.0677 | 0.0981 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188986 | -123166 | -88136 | -1289878 | -887476 | -555508 |
Profit Factor | 1.4151 | 1.607 | 1.2458 | 1.048 | 1.2166 | 0.9039 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 51.1628 | 48.5981 | 53.7037 | 51.1628 | 48.5981 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.3508 | 1.6997 | 1.074 | 1.0004 | 1.2867 | 0.7792 |
Largest Winning Trade | 147175 | 147175 | 57200 | 723032 | 723032 | 196641 |
Largest Losing Trade | -49570 | -31907 | -49570 | -445665 | -445665 | -348120 |
Avg Bars in Trades | 104 | 87 | 121 | 104 | 87 | 121 |
Avg Bars in Winners | 126 | 103 | 147 | 126 | 103 | 147 |
Avg Bars in Losers | 81 | 72 | 90 | 81 | 72 | 90 |
Bars Traded | 22465 | 9390 | 13075 | 22465 | 9390 | 13075 |
Profit Streak | 16.7936 | 26.2936 | 16.7936 | 16.7936 | 26.2936 | 16.7936 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399297 | 380181 | -91753 | -267837 | -61841 | -579992 |
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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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