Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614342.5087 | 410995.3906 | 203347.1181 | 645842.9868 | 345064.5924 | 300778.3944 |
Total P&L (%) | 614.3425 | 410.9954 | 203.3471 | 645.843 | 345.0646 | 300.7784 |
Avg Daily Profit (%) | 0.5986 | 0.4005 | 0.1981 | 0.196 | 0.1456 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85451 | -108798 | -113483 | -272364 | -214306 | -100726 |
Profit Factor | 1.7475 | 1.8294 | 1.623 | 1.6582 | 1.5348 | 1.8953 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 56.8528 | 52.0408 | 61.6162 | 56.8528 | 52.0408 | 61.6162 |
Ratio Avg Win / Avg Loss | 1.3262 | 1.6859 | 1.0111 | 1.2585 | 1.4144 | 1.1807 |
Largest Winning Trade | 253963 | 253963 | 26162 | 358104 | 358104 | 97422 |
Largest Losing Trade | -85451 | -39264 | -85451 | -148689 | -148689 | -94274 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 4064 | 2245 | 1819 | 4064 | 2245 | 1819 |
Profit Streak | 0 | 12.5984 | 0 | 0 | 12.5984 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570388 | 492101 | 398167 | 440298 | 133158 | -8340 |
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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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