Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537550.3548 | 392393.372 | 145156.9828 | 543710.0226 | 127694.1752 | 416015.8475 |
Total P&L (%) | 537.5504 | 392.3934 | 145.157 | 543.71 | 127.6942 | 416.0158 |
Avg Daily Profit (%) | 0.279 | 0.2037 | 0.0753 | 0.0967 | 0.0427 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128277 | -91924 | -81205 | -2618869 | -1607395 | -1483321 |
Profit Factor | 1.6476 | 1.9407 | 1.3515 | 1.0549 | 1.024 | 1.0907 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 44.2623 | 43.4783 | 45.0549 | 44.2623 | 43.4783 | 45.0549 |
Ratio Avg Win / Avg Loss | 2.0747 | 2.5229 | 1.6481 | 1.3284 | 1.3312 | 1.3301 |
Largest Winning Trade | 208723 | 208723 | 50453 | 1319277 | 1319277 | 700669 |
Largest Losing Trade | -30602 | -28711 | -30602 | -581132 | -581132 | -393022 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 57 | 48 | 65 | 57 | 48 | 65 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 7485 | 3325 | 4160 | 7485 | 3325 | 4160 |
Profit Streak | 0 | 0 | 53.9393 | 0 | 0 | 53.9393 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380171 | 305773 | -92504 | -224858 | -332797 | -201609 |
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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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