Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775805.8146 | 658255.4908 | 117550.3238 | 551037.0852 | 403644.2842 | 147392.801 |
Total P&L (%) | 775.8058 | 658.2555 | 117.5503 | 551.0371 | 403.6443 | 147.3928 |
Avg Daily Profit (%) | 0.485 | 0.4115 | 0.0735 | 0.1172 | 0.1011 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149262 | -135401 | -89003 | -1701337 | -1554125 | -383006 |
Profit Factor | 1.9727 | 2.3868 | 1.364 | 1.1116 | 1.1275 | 1.0831 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 55.6886 | 48.8095 | 62.6506 | 55.6886 | 48.8095 | 62.6506 |
Ratio Avg Win / Avg Loss | 1.5696 | 2.5032 | 0.8131 | 0.8845 | 1.1825 | 0.6457 |
Largest Winning Trade | 342425 | 342425 | 57459 | 1111689 | 1111689 | 382224 |
Largest Losing Trade | -60560 | -49306 | -60560 | -531114 | -531114 | -285842 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 33 | 36 | 27 | 33 | 36 | 27 |
Bars Traded | 6127 | 3179 | 2947 | 6127 | 3179 | 2947 |
Profit Streak | 0 | 0 | 46.4012 | 0 | 0 | 46.4012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570009 | 489604 | -93434 | -134010 | -139031 | -245515 |
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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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