Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203077.2988 | 84793.3737 | 118283.9251 | 212473.6508 | 129410.5682 | 83063.0826 |
Total P&L (%) | 203.0773 | 84.7934 | 118.2839 | 212.4737 | 129.4106 | 83.0631 |
Avg Daily Profit (%) | 0.187 | 0.0781 | 0.1089 | 0.1049 | 0.0765 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147953 | -74908 | -126968 | -130934 | -36420 | -131009 |
Profit Factor | 1.358 | 1.304 | 1.4103 | 1.4338 | 1.5531 | 1.3247 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 50.7614 | 50.5051 | 51.0204 | 50.7614 | 50.5051 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.3173 | 1.2779 | 1.3539 | 1.3908 | 1.522 | 1.2717 |
Largest Winning Trade | 27239 | 25314 | 27239 | 59874 | 59874 | 35954 |
Largest Losing Trade | -41441 | -41441 | -36006 | -40216 | -21451 | -40216 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3882 | 1796 | 2086 | 3882 | 1796 | 2086 |
Profit Streak | 21.4914 | 37.4914 | 21.4914 | 21.4914 | 37.4914 | 21.4914 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389633 | -87129 | -46191 | -49105 | -86617 | -117663 |
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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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