Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416139.2383 | 331977.1058 | 84162.1326 | 751020.4694 | 464021.0698 | 286999.3995 |
Total P&L (%) | 416.1392 | 331.9771 | 84.1621 | 751.0205 | 464.0211 | 286.9994 |
Avg Daily Profit (%) | 0.3995 | 0.3187 | 0.0808 | 0.2058 | 0.1662 | 0.13 |
Buy And Hold Return (%) | 46.6 | 46.6 | 46.6 | 46.6 | 46.6 | 46.6 |
Max Trade Drawdown | -101607 | -48347 | -118597 | -920181 | -591008 | -543709 |
Profit Factor | 1.5449 | 1.8391 | 1.2286 | 1.2041 | 1.2328 | 1.1702 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 45.8763 | 43.299 | 48.4536 | 45.8763 | 43.299 | 48.4536 |
Ratio Avg Win / Avg Loss | 1.8226 | 2.4084 | 1.3071 | 1.4206 | 1.6144 | 1.2449 |
Largest Winning Trade | 98225 | 98225 | 34268 | 341364 | 341364 | 306182 |
Largest Losing Trade | -39665 | -24673 | -39665 | -245417 | -245417 | -193704 |
Avg Bars in Trades | 127 | 131 | 123 | 127 | 131 | 123 |
Avg Bars in Winners | 176 | 196 | 158 | 176 | 196 | 158 |
Avg Bars in Losers | 86 | 82 | 91 | 86 | 82 | 91 |
Bars Traded | 24789 | 12780 | 12009 | 24789 | 12780 | 12009 |
Profit Streak | 19.4055 | 19.4055 | 21.6138 | 19.4055 | 19.4055 | 21.6138 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449812 | 352151 | -93960 | 290240 | 207844 | -53707 |
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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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