Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535691.8824 | 384218.8539 | 151473.0286 | 374646.7641 | 74670.2489 | 299976.5152 |
Total P&L (%) | 535.6919 | 384.2189 | 151.473 | 374.6468 | 74.6702 | 299.9765 |
Avg Daily Profit (%) | 0.3075 | 0.2206 | 0.087 | 0.0894 | 0.032 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115582 | -139418 | -62258 | -580077 | -450072 | -395498 |
Profit Factor | 1.6361 | 1.8717 | 1.3774 | 1.1081 | 1.0401 | 1.1872 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 48.5714 | 43.1818 | 54.023 | 48.5714 | 43.1818 | 54.023 |
Ratio Avg Win / Avg Loss | 1.7324 | 2.4628 | 1.1723 | 1.1733 | 1.3686 | 1.0104 |
Largest Winning Trade | 285302 | 285302 | 62763 | 320731 | 288553 | 320731 |
Largest Losing Trade | -31418 | -31418 | -31188 | -196316 | -149695 | -196316 |
Avg Bars in Trades | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Winners | 49 | 37 | 59 | 49 | 37 | 59 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 6808 | 2777 | 4031 | 6808 | 2777 | 4031 |
Profit Streak | 0 | 0 | 16.4317 | 0 | 0 | 16.4317 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446966 | 301644 | -75536 | -174754 | -329496 | -100460 |
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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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