Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984614.5957 | 877244.9108 | 107369.6849 | 529115.0657 | 402809.8379 | 126305.2278 |
Total P&L (%) | 984.6146 | 877.2449 | 107.3697 | 529.1151 | 402.8098 | 126.3052 |
Avg Daily Profit (%) | 0.5332 | 0.4751 | 0.0581 | 0.0997 | 0.0875 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139346 | -79219 | -81231 | -1119516 | -558291 | -567861 |
Profit Factor | 2.6934 | 4.1746 | 1.3519 | 1.1235 | 1.202 | 1.0551 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 32.5153 | 30.4878 | 34.5679 | 32.5153 | 30.4878 | 34.5679 |
Ratio Avg Win / Avg Loss | 5.5901 | 9.5182 | 2.559 | 2.3318 | 2.7406 | 1.9972 |
Largest Winning Trade | 866273 | 866273 | 60702 | 866273 | 866273 | 601398 |
Largest Losing Trade | -31816 | -19829 | -31816 | -281071 | -184103 | -281071 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 103 | 83 | 121 | 103 | 83 | 121 |
Avg Bars in Losers | 14 | 16 | 13 | 14 | 16 | 13 |
Bars Traded | 7112 | 3024 | 4087 | 7112 | 3024 | 4087 |
Profit Streak | 0 | 0 | 11.2482 | 0 | 0 | 11.2482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362831 | 199165 | -131086 | -149032 | -87585 | -309902 |
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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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