Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517244.5958 | 422964.1352 | 94280.4607 | 195579.2539 | 357178.9188 | -161599.6649 |
Total P&L (%) | 517.2446 | 422.9641 | 94.2805 | 195.5793 | 357.1789 | -161.5997 |
Avg Daily Profit (%) | 0.3197 | 0.2614 | 0.0583 | 0.067 | 0.094 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196661 | -124092 | -126347 | -648909 | -401935 | -588964 |
Profit Factor | 1.4869 | 1.7359 | 1.1934 | 1.0677 | 1.2322 | 0.8802 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 49.0291 | 44.6602 | 53.3981 | 49.0291 | 44.6602 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.5458 | 2.1511 | 1.0415 | 1.11 | 1.5269 | 0.7682 |
Largest Winning Trade | 219775 | 219775 | 43120 | 314118 | 314118 | 157322 |
Largest Losing Trade | -45208 | -41414 | -45208 | -245058 | -234680 | -245058 |
Avg Bars in Trades | 92 | 102 | 83 | 92 | 102 | 83 |
Avg Bars in Winners | 117 | 135 | 101 | 117 | 135 | 101 |
Avg Bars in Losers | 69 | 75 | 61 | 69 | 75 | 61 |
Bars Traded | 19121 | 10571 | 8550 | 19121 | 10571 | 8550 |
Profit Streak | 502.2481 | 509.5814 | 502.2481 | 502.2481 | 509.5814 | 502.2481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470119 | 347918 | -122181 | -247817 | -68489 | -580033 |
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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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