Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264156.1099 | 248529.9654 | 15626.1445 | 570305.432 | 349720.7615 | 220584.6705 |
Total P&L (%) | 264.1561 | 248.53 | 15.6261 | 570.3054 | 349.7208 | 220.5847 |
Avg Daily Profit (%) | 0.2113 | 0.1988 | 0.0125 | 0.1523 | 0.1203 | 0.0932 |
Buy And Hold Return (%) | 87.4919 | 87.4919 | 87.4919 | 87.4919 | 87.4919 | 87.4919 |
Max Trade Drawdown | -199485 | -50649 | -211788 | -214076 | -148759 | -191301 |
Profit Factor | 1.4347 | 2.2998 | 1.0375 | 1.7738 | 2.2183 | 1.4902 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 167 | 81 | 86 | 155 | 77 | 78 |
Losing Trades | 30 | 17 | 13 | 42 | 21 | 21 |
Profitability (%) | 84.7716 | 82.6531 | 86.8687 | 78.6802 | 78.5714 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.2577 | 0.4827 | 0.1568 | 0.4806 | 0.605 | 0.4012 |
Largest Winning Trade | 21180 | 19530 | 21180 | 78433 | 47930 | 78433 |
Largest Losing Trade | -136632 | -50649 | -136632 | -159322 | -148759 | -159322 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 8 | 9 | 8 | 11 | 13 | 10 |
Avg Bars in Losers | 70 | 76 | 63 | 40 | 48 | 33 |
Bars Traded | 3566 | 2036 | 1530 | 3566 | 2036 | 1530 |
Profit Streak | 39.8686 | 39.8686 | 41.8686 | 39.8686 | 39.8686 | 41.8686 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418680 | 432864 | -516333 | 530933 | -27500 | -66761 |
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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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