Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433579.2475 | 294662.5406 | 138916.7069 | 556016.5109 | 286320.5815 | 269695.9294 |
Total P&L (%) | 433.5792 | 294.6625 | 138.9167 | 556.0165 | 286.3206 | 269.6959 |
Avg Daily Profit (%) | 0.3189 | 0.2167 | 0.1022 | 0.1385 | 0.0995 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74081 | -71350 | -53243 | -701919 | -740580 | -498354 |
Profit Factor | 1.8395 | 2.0082 | 1.6196 | 1.1704 | 1.1629 | 1.1791 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 45.4545 | 41.4634 | 49.3976 | 45.4545 | 41.4634 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.2074 | 2.8351 | 1.6591 | 1.4044 | 1.6417 | 1.2078 |
Largest Winning Trade | 267060 | 267060 | 52356 | 461426 | 461426 | 383720 |
Largest Losing Trade | -22168 | -22168 | -11987 | -185680 | -185680 | -132817 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 25 | 18 | 31 | 25 | 18 | 31 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 2544 | 911 | 1633 | 2544 | 911 | 1633 |
Profit Streak | 0 | 24.9613 | 0 | 0 | 24.9613 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414090 | 166439 | -53785 | -41530 | -107373 | -88340 |
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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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