Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533944.9979 | 395436.9119 | 138508.086 | 954401.6132 | 229837.6986 | 724563.9146 |
Total P&L (%) | 533.945 | 395.4369 | 138.5081 | 954.4016 | 229.8377 | 724.5639 |
Avg Daily Profit (%) | 0.2133 | 0.158 | 0.0553 | 0.0941 | 0.0477 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99053 | -106521 | -83812 | -1193724 | -1223832 | -582715 |
Profit Factor | 1.6775 | 2.0117 | 1.3487 | 1.1496 | 1.0633 | 1.2634 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 48.1707 | 45.122 | 51.2195 | 48.1707 | 45.122 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.8049 | 2.4466 | 1.2844 | 1.2369 | 1.2932 | 1.2032 |
Largest Winning Trade | 158070 | 158070 | 54782 | 919686 | 919686 | 514126 |
Largest Losing Trade | -47283 | -29915 | -47283 | -481170 | -412312 | -481170 |
Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Winners | 62 | 53 | 69 | 62 | 53 | 69 |
Avg Bars in Losers | 28 | 20 | 37 | 28 | 20 | 37 |
Bars Traded | 7304 | 2884 | 4419 | 7304 | 2884 | 4419 |
Profit Streak | 0 | 0 | 16.0891 | 0 | 0 | 16.0891 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413172 | 170258 | -122374 | -122700 | -286450 | -83837 |
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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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