Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247281.9264 | 210402.0548 | 36879.8716 | 81034.0208 | 39218.7583 | 41815.2625 |
Total P&L (%) | 247.2819 | 210.4021 | 36.8799 | 81.034 | 39.2188 | 41.8153 |
Avg Daily Profit (%) | 0.2017 | 0.1717 | 0.0301 | 0.0484 | 0.027 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114239 | -94435 | -69835 | -327214 | -317250 | -178383 |
Profit Factor | 1.3178 | 1.4714 | 1.1111 | 1.0432 | 1.0358 | 1.0538 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 50.2415 | 49.5146 | 50.9615 | 50.2415 | 49.5146 | 50.9615 |
Ratio Avg Win / Avg Loss | 1.3051 | 1.5002 | 1.0692 | 1.0332 | 1.0561 | 1.014 |
Largest Winning Trade | 165197 | 165197 | 36803 | 206310 | 206310 | 83870 |
Largest Losing Trade | -26776 | -19428 | -26776 | -64735 | -64493 | -64735 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 4693 | 2487 | 2206 | 4693 | 2487 | 2206 |
Profit Streak | 4.5667 | 14.8167 | 4.5667 | 4.5667 | 14.8167 | 4.5667 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377221 | 378125 | -252563 | -298565 | -339420 | -317359 |
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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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