Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675622.9137 | 551171.3097 | 124451.604 | 636762.3319 | 138851.4489 | 497910.8831 |
Total P&L (%) | 675.6229 | 551.1713 | 124.4516 | 636.7623 | 138.8514 | 497.9109 |
Avg Daily Profit (%) | 0.3499 | 0.2854 | 0.0644 | 0.1035 | 0.0451 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112188 | -86473 | -101062 | -570803 | -440007 | -265130 |
Profit Factor | 1.8648 | 2.4486 | 1.3106 | 1.252 | 1.0987 | 1.4444 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 54.5977 | 54.023 | 55.1724 | 54.5977 | 54.023 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.5507 | 2.0839 | 1.0648 | 1.0411 | 0.9351 | 1.1736 |
Largest Winning Trade | 346030 | 346030 | 59778 | 236458 | 236458 | 214069 |
Largest Losing Trade | -79895 | -36011 | -79895 | -255445 | -255445 | -153575 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 44 | 31 | 56 | 44 | 31 | 56 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 5620 | 2299 | 3320 | 5620 | 2299 | 3320 |
Profit Streak | 7.73 | 0 | 24.3966 | 7.73 | 0 | 24.3966 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541528 | 500817 | -105832 | -52446 | -245803 | -67412 |
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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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