Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839961.059 | 719440.0801 | 120520.9789 | 820580.12 | 150161.7552 | 670418.3648 |
Total P&L (%) | 839.9611 | 719.4401 | 120.521 | 820.5801 | 150.1618 | 670.4184 |
Avg Daily Profit (%) | 0.4351 | 0.3727 | 0.0624 | 0.1151 | 0.0475 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224429 | -111185 | -170572 | -416129 | -358178 | -198746 |
Profit Factor | 2.3099 | 3.2711 | 1.3714 | 1.4023 | 1.1394 | 1.6967 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 42.4658 | 35.6164 | 49.3151 | 42.4658 | 35.6164 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.1295 | 5.9132 | 1.4095 | 1.8999 | 2.0597 | 1.7438 |
Largest Winning Trade | 532970 | 532970 | 59386 | 261252 | 231922 | 261252 |
Largest Losing Trade | -66213 | -36539 | -66213 | -150727 | -150727 | -142812 |
Avg Bars in Trades | 78 | 62 | 93 | 78 | 62 | 93 |
Avg Bars in Winners | 129 | 131 | 127 | 129 | 131 | 127 |
Avg Bars in Losers | 40 | 25 | 59 | 40 | 25 | 59 |
Bars Traded | 11394 | 4594 | 6800 | 11394 | 4594 | 6800 |
Profit Streak | 3.4008 | 0 | 28.2342 | 3.4008 | 0 | 28.2342 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400685 | -61784 | -180723 | -40466 | -273093 | -119753 |
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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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