Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599703.3181 | 411234.2915 | 188469.0266 | 1413474.425 | 689115.4441 | 724358.9809 |
Total P&L (%) | 599.7033 | 411.2343 | 188.469 | 1413.4744 | 689.1154 | 724.359 |
Avg Daily Profit (%) | 0.2764 | 0.1896 | 0.0869 | 0.1253 | 0.0953 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128089 | -73927 | -116178 | -604535 | -393799 | -278667 |
Profit Factor | 1.6258 | 1.918 | 1.3693 | 1.4241 | 1.4138 | 1.4343 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 46.0317 | 42.5532 | 49.4737 | 46.0317 | 42.5532 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.9061 | 2.5893 | 1.3985 | 1.6696 | 1.9086 | 1.4649 |
Largest Winning Trade | 127938 | 127938 | 45295 | 330250 | 330250 | 286538 |
Largest Losing Trade | -54989 | -36092 | -54989 | -241802 | -140758 | -241802 |
Avg Bars in Trades | 67 | 72 | 63 | 67 | 72 | 63 |
Avg Bars in Winners | 95 | 103 | 88 | 95 | 103 | 88 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 12849 | 6776 | 6073 | 12849 | 6776 | 6073 |
Profit Streak | 20.4562 | 0 | 21.7895 | 20.4562 | 0 | 21.7895 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423696 | 287086 | -76425 | -23350 | -66681 | -61735 |
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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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