Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606262.602 | 420079.5013 | 186183.1007 | 1016914.127 | 628305.0186 | 388609.1084 |
Total P&L (%) | 606.2626 | 420.0795 | 186.1831 | 1016.9141 | 628.305 | 388.6091 |
Avg Daily Profit (%) | 0.4099 | 0.284 | 0.1259 | 0.1633 | 0.1343 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100027 | -90216 | -62228 | -1183734 | -903630 | -452210 |
Profit Factor | 1.8719 | 2.1132 | 1.5856 | 1.2337 | 1.2548 | 1.2062 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 65 | 40 | 25 | 65 | 40 | 25 |
Profitability (%) | 43.9655 | 31.0345 | 56.8966 | 43.9655 | 31.0345 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.3858 | 4.696 | 1.2012 | 1.5724 | 2.7885 | 0.9138 |
Largest Winning Trade | 151741 | 151741 | 66880 | 1026494 | 1026494 | 282732 |
Largest Losing Trade | -31178 | -21467 | -31178 | -415479 | -301326 | -415479 |
Avg Bars in Trades | 150 | 117 | 183 | 150 | 117 | 183 |
Avg Bars in Winners | 221 | 179 | 243 | 221 | 179 | 243 |
Avg Bars in Losers | 95 | 89 | 103 | 95 | 89 | 103 |
Bars Traded | 17452 | 6805 | 10647 | 17452 | 6805 | 10647 |
Profit Streak | 0 | 0 | 38.3827 | 0 | 0 | 38.3827 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408457 | -175350 | -201755 | 233109 | -200070 | -230494 |
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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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