Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715534.9088 | 609552.5443 | 105982.3644 | 388988.3672 | 245032.0423 | 143956.3249 |
Total P&L (%) | 715.5349 | 609.5525 | 105.9824 | 388.9884 | 245.032 | 143.9563 |
Avg Daily Profit (%) | 0.4488 | 0.3823 | 0.0665 | 0.0996 | 0.0777 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174725 | -133356 | -79887 | -2219479 | -1888286 | -482705 |
Profit Factor | 1.9577 | 2.4307 | 1.3301 | 1.0744 | 1.0768 | 1.0707 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 43.9189 | 33.7838 | 54.0541 | 43.9189 | 33.7838 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.4999 | 4.7641 | 1.1306 | 1.3719 | 2.1105 | 0.9101 |
Largest Winning Trade | 437789 | 437789 | 55980 | 1111954 | 1111954 | 595901 |
Largest Losing Trade | -40753 | -28055 | -40753 | -734822 | -734822 | -327068 |
Avg Bars in Trades | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Winners | 60 | 56 | 62 | 60 | 56 | 62 |
Avg Bars in Losers | 27 | 22 | 34 | 27 | 22 | 34 |
Bars Traded | 6212 | 2531 | 3681 | 6212 | 2531 | 3681 |
Profit Streak | 0 | 0 | 18.9201 | 0 | 0 | 18.9201 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428750 | -56536 | -166995 | -200649 | -294917 | -325712 |
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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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