Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498912.5 | 274330.8362 | 224581.6639 | 1949124.9033 | 1492197.4105 | 456927.4928 |
Total P&L (%) | 498.9125 | 274.3308 | 224.5817 | 1949.1249 | 1492.1974 | 456.9275 |
Avg Daily Profit (%) | 0.2972 | 0.1634 | 0.1338 | 0.1801 | 0.165 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56893 | -75384 | -47377 | -1748802 | -554367 | -1445997 |
Profit Factor | 1.8576 | 1.927 | 1.7858 | 1.3181 | 1.5694 | 1.1303 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 44.5087 | 37.2093 | 51.7241 | 44.5087 | 37.2093 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.316 | 3.2518 | 1.6668 | 1.6434 | 2.6484 | 1.055 |
Largest Winning Trade | 100090 | 100090 | 54123 | 941448 | 941448 | 688657 |
Largest Losing Trade | -26174 | -20330 | -26174 | -623129 | -310165 | -623129 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 87 | 86 | 89 | 87 | 86 | 89 |
Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
Bars Traded | 9961 | 4235 | 5726 | 9961 | 4235 | 5726 |
Profit Streak | 31.995 | 0 | 32.495 | 31.995 | 0 | 32.495 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406395 | 204104 | -10578 | 305437 | 190154 | -133063 |
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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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