Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754888.6152 | 670453.2998 | 84435.3154 | 523983.2811 | 164307.5974 | 359675.6837 |
Total P&L (%) | 754.8886 | 670.4533 | 84.4353 | 523.9833 | 164.3076 | 359.6757 |
Avg Daily Profit (%) | 0.3912 | 0.3474 | 0.0438 | 0.0949 | 0.0504 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99555 | -133895 | -82035 | -533290 | -511405 | -283053 |
Profit Factor | 1.8375 | 2.4551 | 1.1916 | 1.1363 | 1.0804 | 1.1997 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 36.4162 | 29.8851 | 43.0233 | 36.4162 | 29.8851 | 43.0233 |
Ratio Avg Win / Avg Loss | 3.2083 | 5.7599 | 1.5781 | 1.984 | 2.5348 | 1.5888 |
Largest Winning Trade | 401113 | 401113 | 48951 | 485108 | 485108 | 208299 |
Largest Losing Trade | -40825 | -20325 | -40825 | -170624 | -170624 | -113977 |
Avg Bars in Trades | 131 | 113 | 149 | 131 | 113 | 149 |
Avg Bars in Winners | 234 | 233 | 235 | 234 | 233 | 235 |
Avg Bars in Losers | 72 | 62 | 84 | 72 | 62 | 84 |
Bars Traded | 22714 | 9886 | 12828 | 22714 | 9886 | 12828 |
Profit Streak | 26.5552 | 31.8052 | 0 | 26.5552 | 31.8052 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335644 | 229265 | -146126 | -139153 | -264220 | -90135 |
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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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