Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501963.6433 | 437979.8628 | 63983.7805 | -1380624.1502 | 83470.1437 | -1464094.2939 |
Total P&L (%) | 501.9636 | 437.9799 | 63.9838 | -1380.6242 | 83.4701 | -1464.0943 |
Avg Daily Profit (%) | 0.213 | 0.1858 | 0.0272 | 0 | 0.0258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192698 | -65051 | -234314 | -1620099 | -495328 | -1522758 |
Profit Factor | 1.4952 | 2.0461 | 1.1076 | 0.7478 | 1.0378 | 0.5516 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 85 | 39 | 46 | 84 | 44 | 40 |
Losing Trades | 89 | 48 | 41 | 90 | 43 | 47 |
Profitability (%) | 48.8506 | 44.8276 | 52.8736 | 48.2759 | 50.5747 | 45.977 |
Ratio Avg Win / Avg Loss | 1.5656 | 2.5183 | 0.9872 | 0.8012 | 1.0142 | 0.6481 |
Largest Winning Trade | 173980 | 173980 | 64779 | 279983 | 279983 | 219867 |
Largest Losing Trade | -166131 | -26383 | -166131 | -304036 | -297681 | -304036 |
Avg Bars in Trades | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Winners | 49 | 34 | 62 | 34 | 26 | 42 |
Avg Bars in Losers | 30 | 25 | 35 | 45 | 33 | 56 |
Bars Traded | 6921 | 2601 | 4320 | 6921 | 2601 | 4320 |
Profit Streak | 8.5002 | 8.5002 | 11.8335 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436482 | 360188 | -260219 | -580537 | -337410 | -582664 |
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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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