Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914550.349 | 795198.4622 | 119351.8868 | 708233.1832 | 348393.6601 | 359839.5231 |
Total P&L (%) | 914.5503 | 795.1985 | 119.3519 | 708.2332 | 348.3937 | 359.8395 |
Avg Daily Profit (%) | 0.5691 | 0.4948 | 0.0743 | 0.1301 | 0.0934 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192970 | -159786 | -62137 | -6204841 | -4845340 | -2191426 |
Profit Factor | 1.9872 | 2.5317 | 1.2931 | 1.0443 | 1.0396 | 1.0502 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 54.8023 | 51.1364 | 58.427 | 54.8023 | 51.1364 | 58.427 |
Ratio Avg Win / Avg Loss | 1.639 | 2.4192 | 0.9201 | 0.8613 | 0.9934 | 0.7473 |
Largest Winning Trade | 532135 | 532135 | 54040 | 2218062 | 2218062 | 1602725 |
Largest Losing Trade | -43743 | -43312 | -43743 | -1679505 | -1354717 | -1679505 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 4604 | 2556 | 2048 | 4604 | 2556 | 2048 |
Profit Streak | 12.4418 | 0 | 58.1084 | 12.4418 | 0 | 58.1084 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626830 | 557648 | -92953 | -189867 | -246802 | -230688 |
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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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