Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531612.1372 | 414599.1233 | 117013.0139 | 433624.4634 | 413736.1044 | 19888.359 |
Total P&L (%) | 531.6121 | 414.5991 | 117.013 | 433.6245 | 413.7361 | 19.8884 |
Avg Daily Profit (%) | 0.2318 | 0.1808 | 0.051 | 0.073 | 0.0714 | 0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154865 | -101094 | -130123 | -296619 | -192700 | -234730 |
Profit Factor | 1.7751 | 2.1409 | 1.3629 | 1.3898 | 1.7574 | 1.0351 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 39.5349 | 42.8571 | 41.1765 | 39.5349 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5359 | 3.2744 | 1.8171 | 1.9854 | 2.6877 | 1.3802 |
Largest Winning Trade | 197914 | 197914 | 54864 | 237149 | 237149 | 113110 |
Largest Losing Trade | -32627 | -32627 | -32592 | -86075 | -60094 | -86075 |
Avg Bars in Trades | 158 | 143 | 172 | 158 | 143 | 172 |
Avg Bars in Winners | 247 | 221 | 272 | 247 | 221 | 272 |
Avg Bars in Losers | 95 | 92 | 98 | 95 | 92 | 98 |
Bars Traded | 13430 | 6168 | 7262 | 13430 | 6168 | 7262 |
Profit Streak | 0 | 0 | 47.4176 | 0 | 0 | 47.4176 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304971 | 270360 | -125376 | -96882 | -98318 | -373283 |
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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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