Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337970.7166 | 258760.8909 | 79209.8257 | 436882.9589 | 331970.1766 | 104912.7823 |
Total P&L (%) | 337.9707 | 258.7609 | 79.2098 | 436.883 | 331.9702 | 104.9128 |
Avg Daily Profit (%) | 0.3245 | 0.2484 | 0.076 | 0.1615 | 0.1406 | 0.0689 |
Buy And Hold Return (%) | 12.5382 | 12.5382 | 12.5382 | 12.5382 | 12.5382 | 12.5382 |
Max Trade Drawdown | -107596 | -58604 | -90773 | -410243 | -214360 | -220672 |
Profit Factor | 1.4184 | 1.7205 | 1.1766 | 1.3117 | 1.4853 | 1.1462 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 51.7073 | 49.5146 | 53.9216 | 51.7073 | 49.5146 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.3247 | 1.7542 | 1.0054 | 1.2251 | 1.5144 | 0.9795 |
Largest Winning Trade | 67871 | 67871 | 25993 | 157076 | 157076 | 96109 |
Largest Losing Trade | -38879 | -26351 | -38879 | -101649 | -101649 | -86846 |
Avg Bars in Trades | 120 | 131 | 108 | 120 | 131 | 108 |
Avg Bars in Winners | 141 | 163 | 120 | 141 | 163 | 120 |
Avg Bars in Losers | 98 | 101 | 95 | 98 | 101 | 95 |
Bars Traded | 24706 | 13593 | 11113 | 24706 | 13593 | 11113 |
Profit Streak | 19.329 | 19.329 | 22.204 | 19.329 | 19.329 | 22.204 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426660 | 409872 | -117414 | 353046 | -2970 | -161518 |
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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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