Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706237.7842 | 583151.932 | 123085.8522 | 330686.7027 | 19539.0865 | 311147.6162 |
Total P&L (%) | 706.2378 | 583.1519 | 123.0859 | 330.6867 | 19.5391 | 311.1476 |
Avg Daily Profit (%) | 0.4035 | 0.3332 | 0.0703 | 0.0835 | 0.0102 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137602 | -178761 | -64660 | -420858 | -485543 | -141998 |
Profit Factor | 1.9061 | 2.1373 | 1.4616 | 1.1421 | 1.0126 | 1.4001 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 37.6543 | 32.0988 | 43.2099 | 37.6543 | 32.0988 | 43.2099 |
Ratio Avg Win / Avg Loss | 3.1561 | 4.5213 | 1.921 | 1.891 | 2.1421 | 1.8401 |
Largest Winning Trade | 458480 | 458480 | 49722 | 363423 | 363423 | 133548 |
Largest Losing Trade | -34674 | -34674 | -20732 | -147386 | -147386 | -83317 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 101 | 130 | 79 | 101 | 130 | 79 |
Avg Bars in Losers | 40 | 49 | 30 | 40 | 49 | 30 |
Bars Traded | 10279 | 6107 | 4172 | 10279 | 6107 | 4172 |
Profit Streak | 0 | 0 | 36.3055 | 0 | 0 | 36.3055 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339972 | -5678 | -110469 | -148596 | -410872 | -96868 |
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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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