Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474725.8541 | 294157.1872 | 180568.6669 | 221586.8452 | 67744.5378 | 153842.3074 |
Total P&L (%) | 474.7259 | 294.1572 | 180.5687 | 221.5868 | 67.7445 | 153.8423 |
Avg Daily Profit (%) | 0.2487 | 0.1541 | 0.0946 | 0.0612 | 0.0271 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119885 | -87769 | -115694 | -624754 | -478598 | -370360 |
Profit Factor | 1.4521 | 1.6373 | 1.3069 | 1.059 | 1.0368 | 1.0804 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 57.2864 | 57 | 57.5758 | 57.2864 | 57 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.0827 | 1.2352 | 0.9629 | 0.7896 | 0.7821 | 0.7961 |
Largest Winning Trade | 66382 | 66382 | 40248 | 174938 | 174938 | 138636 |
Largest Losing Trade | -72288 | -49900 | -72288 | -313592 | -308628 | -313592 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 5612 | 2538 | 3074 | 5612 | 2538 | 3074 |
Profit Streak | 40.5469 | 52.5469 | 40.5469 | 40.5469 | 52.5469 | 40.5469 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462735 | 414916 | -66529 | -264667 | -336234 | -259813 |
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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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