Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816461.1838 | 636446.7636 | 180014.4201 | 604767.3838 | 188369.3088 | 416398.075 |
Total P&L (%) | 816.4612 | 636.4468 | 180.0144 | 604.7674 | 188.3693 | 416.3981 |
Avg Daily Profit (%) | 0.5515 | 0.4299 | 0.1216 | 0.132 | 0.0716 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118452 | -175415 | -97028 | -598378 | -735600 | -507117 |
Profit Factor | 1.9225 | 2.2439 | 1.4821 | 1.1629 | 1.0889 | 1.2613 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 41.4634 | 35.3659 | 47.561 | 41.4634 | 35.3659 | 47.561 |
Ratio Avg Win / Avg Loss | 2.7141 | 4.1009 | 1.6341 | 1.6418 | 1.9901 | 1.3906 |
Largest Winning Trade | 558164 | 558164 | 32284 | 413868 | 413868 | 165535 |
Largest Losing Trade | -37022 | -30309 | -37022 | -218399 | -159007 | -218399 |
Avg Bars in Trades | 52 | 56 | 49 | 52 | 56 | 49 |
Avg Bars in Winners | 77 | 84 | 72 | 77 | 84 | 72 |
Avg Bars in Losers | 35 | 40 | 27 | 35 | 40 | 27 |
Bars Traded | 8644 | 4617 | 4027 | 8644 | 4617 | 4027 |
Profit Streak | 12.6866 | 0 | 14.3533 | 12.6866 | 0 | 14.3533 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462415 | 148473 | -33192 | -58457 | -229131 | -49839 |
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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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