Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583721.329 | 451447.9854 | 132273.3436 | 924793.098 | 219385.8701 | 705407.2279 |
Total P&L (%) | 583.7213 | 451.448 | 132.2733 | 924.7931 | 219.3859 | 705.4072 |
Avg Daily Profit (%) | 0.2476 | 0.1915 | 0.0561 | 0.0987 | 0.0493 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91614 | -78663 | -145295 | -1203990 | -1220837 | -723500 |
Profit Factor | 1.6582 | 2.0867 | 1.2806 | 1.1645 | 1.078 | 1.251 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 40.9639 | 39.759 | 42.1687 | 40.9639 | 39.759 | 42.1687 |
Ratio Avg Win / Avg Loss | 2.3897 | 3.1616 | 1.7562 | 1.6782 | 1.6333 | 1.7157 |
Largest Winning Trade | 101517 | 101517 | 71036 | 716149 | 498654 | 716149 |
Largest Losing Trade | -63961 | -21902 | -63961 | -549297 | -296151 | -549297 |
Avg Bars in Trades | 56 | 41 | 70 | 56 | 41 | 70 |
Avg Bars in Winners | 97 | 67 | 126 | 97 | 67 | 126 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 9304 | 3439 | 5864 | 9304 | 3439 | 5864 |
Profit Streak | 0 | 0 | 20.3107 | 0 | 0 | 20.3107 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321858 | 259241 | -119750 | -101871 | -265063 | -76288 |
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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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