Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508546.9034 | 461303.974 | 47242.9294 | 129906.6038 | 199532.5589 | -69625.9552 |
Total P&L (%) | 508.5469 | 461.304 | 47.2429 | 129.9066 | 199.5326 | -69.626 |
Avg Daily Profit (%) | 0.2035 | 0.1846 | 0.0189 | 0.0333 | 0.0439 | -0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102912 | -124642 | -83689 | -403865 | -370580 | -217345 |
Profit Factor | 1.8259 | 2.501 | 1.1532 | 1.0893 | 1.2642 | 0.9004 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 42.3529 | 35.7143 | 48.8372 | 42.3529 | 35.7143 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.4853 | 4.5018 | 1.2081 | 1.4827 | 2.2755 | 0.9433 |
Largest Winning Trade | 383995 | 383995 | 59860 | 221799 | 221799 | 135176 |
Largest Losing Trade | -43622 | -22421 | -43622 | -121882 | -107465 | -121882 |
Avg Bars in Trades | 173 | 152 | 193 | 173 | 152 | 193 |
Avg Bars in Winners | 283 | 288 | 279 | 283 | 288 | 279 |
Avg Bars in Losers | 92 | 77 | 111 | 92 | 77 | 111 |
Bars Traded | 14734 | 6406 | 8328 | 14734 | 6406 | 8328 |
Profit Streak | 20.7596 | 0 | 57.5929 | 20.7596 | 0 | 57.5929 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336161 | 242784 | -220615 | -272848 | -138803 | -580199 |
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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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