Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383560.2372 | 314674.8496 | 68885.3877 | -45563.3156 | 20138.3391 | -65701.6547 |
Total P&L (%) | 383.5602 | 314.6749 | 68.8854 | -45.5633 | 20.1383 | -65.7017 |
Avg Daily Profit (%) | 0.2017 | 0.1654 | 0.0362 | -0.032 | 0.0096 | -0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168766 | -46374 | -225894 | -154445 | -39855 | -177293 |
Profit Factor | 1.3399 | 1.7069 | 1.1008 | 0.9414 | 1.0724 | 0.8685 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 52.9703 | 52.4752 | 53.4653 | 52.9703 | 52.4752 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.1896 | 1.5458 | 0.9581 | 0.8359 | 0.9712 | 0.756 |
Largest Winning Trade | 203367 | 203367 | 43757 | 36464 | 32779 | 36464 |
Largest Losing Trade | -70525 | -34476 | -70525 | -42844 | -24404 | -42844 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 7301 | 2935 | 4366 | 7301 | 2935 | 4366 |
Profit Streak | 541.7357 | 541.7357 | 549.4857 | 541.7357 | 541.7357 | 549.4857 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386646 | 412478 | -254778 | -578000 | -328407 | -579654 |
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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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