Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621234.1331 | 439953.2867 | 181280.8464 | 380579.8469 | -776011.2771 | 1156591.124 |
Total P&L (%) | 621.2341 | 439.9533 | 181.2808 | 380.5798 | -776.0113 | 1156.5911 |
Avg Daily Profit (%) | 0.4219 | 0.2988 | 0.1231 | 0.1067 | 0 | 0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187388 | -142368 | -103986 | -2792433 | -2493295 | -1316095 |
Profit Factor | 1.7815 | 1.9108 | 1.5813 | 1.0387 | 0.8764 | 1.3259 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 68 | 42 | 26 | 68 | 42 | 26 |
Profitability (%) | 55.5556 | 45.4545 | 65.7895 | 55.5556 | 45.4545 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.4252 | 2.293 | 0.8223 | 0.831 | 1.0517 | 0.6895 |
Largest Winning Trade | 236405 | 236405 | 38388 | 1747872 | 1747872 | 582676 |
Largest Losing Trade | -45213 | -34280 | -45213 | -735439 | -735439 | -404711 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Losers | 34 | 39 | 25 | 34 | 39 | 25 |
Bars Traded | 5626 | 2927 | 2698 | 5626 | 2927 | 2698 |
Profit Streak | 0 | 0 | 16.5973 | 0 | 0 | 16.5973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494051 | -31632 | -75082 | -228661 | -622837 | -40186 |
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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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