Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800530.7536 | 624935.53 | 175595.2237 | 608386.4172 | 346521.1907 | 261865.2265 |
Total P&L (%) | 800.5308 | 624.9355 | 175.5952 | 608.3864 | 346.5212 | 261.8652 |
Avg Daily Profit (%) | 0.54 | 0.4216 | 0.1185 | 0.1322 | 0.101 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189041 | -100384 | -151613 | -1835342 | -877691 | -1084941 |
Profit Factor | 1.8129 | 2.1949 | 1.3802 | 1.0968 | 1.1085 | 1.0848 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 76 | 30 | 46 | 76 | 30 | 46 |
Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
Profitability (%) | 31.1475 | 24.5902 | 37.7049 | 31.1475 | 24.5902 | 37.7049 |
Ratio Avg Win / Avg Loss | 4.0075 | 6.7311 | 2.2804 | 2.4246 | 3.3994 | 1.7922 |
Largest Winning Trade | 537605 | 537605 | 38664 | 1237847 | 1237847 | 278259 |
Largest Losing Trade | -44009 | -28740 | -44009 | -266335 | -194709 | -266335 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 4306 | 1920 | 2386 | 4306 | 1920 | 2386 |
Profit Streak | 12.1437 | 0 | 17.8104 | 12.1437 | 0 | 17.8104 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332188 | -17465 | -37343 | -134228 | -189780 | -207416 |
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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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