Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752275.4351 | 674295.71 | 77979.7251 | 263992.7646 | 485253.6759 | -221260.9113 |
Total P&L (%) | 752.2754 | 674.2957 | 77.9797 | 263.9928 | 485.2537 | -221.2609 |
Avg Daily Profit (%) | 0.4055 | 0.3635 | 0.042 | 0.0697 | 0.0953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129800 | -94530 | -82502 | -1403129 | -762161 | -1000659 |
Profit Factor | 1.955 | 2.6965 | 1.1998 | 1.0486 | 1.1803 | 0.9193 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 33.1325 | 27.7108 | 38.5542 | 33.1325 | 27.7108 | 38.5542 |
Ratio Avg Win / Avg Loss | 3.9455 | 7.0343 | 1.9122 | 2.1162 | 3.079 | 1.4651 |
Largest Winning Trade | 641495 | 641495 | 67922 | 880065 | 880065 | 431337 |
Largest Losing Trade | -30409 | -30409 | -28911 | -510149 | -381461 | -510149 |
Avg Bars in Trades | 65 | 50 | 79 | 65 | 50 | 79 |
Avg Bars in Winners | 147 | 119 | 168 | 147 | 119 | 168 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 10810 | 4220 | 6590 | 10810 | 4220 | 6590 |
Profit Streak | 11.3815 | 0 | 14.7148 | 11.3815 | 0 | 14.7148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304270 | -3619 | -140582 | -270934 | -105056 | -583305 |
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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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