Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576943.6998 | 495352.7288 | 81590.971 | 479374.6445 | 470594.0429 | 8780.6016 |
Total P&L (%) | 576.9437 | 495.3527 | 81.591 | 479.3746 | 470.594 | 8.7806 |
Avg Daily Profit (%) | 0.298 | 0.2558 | 0.0421 | 0.0908 | 0.09 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168367 | -73117 | -171983 | -638310 | -240315 | -512912 |
Profit Factor | 1.6496 | 2.2498 | 1.1659 | 1.1624 | 1.3541 | 1.0054 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 41.3174 | 34.5238 | 48.1928 | 41.3174 | 34.5238 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.343 | 4.2668 | 1.2534 | 1.6509 | 2.5681 | 1.0808 |
Largest Winning Trade | 152225 | 152225 | 50381 | 300949 | 300949 | 299524 |
Largest Losing Trade | -45555 | -30552 | -45555 | -354959 | -144930 | -354959 |
Avg Bars in Trades | 136 | 104 | 167 | 136 | 104 | 167 |
Avg Bars in Winners | 221 | 175 | 255 | 221 | 175 | 255 |
Avg Bars in Losers | 75 | 67 | 86 | 75 | 67 | 86 |
Bars Traded | 22733 | 8799 | 13934 | 22733 | 8799 | 13934 |
Profit Streak | 0 | 0 | 30.5059 | 0 | 0 | 30.5059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341911 | 217179 | -175126 | -115078 | -77647 | -567860 |
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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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