Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688281.6267 | 642610.6521 | 45670.9746 | 222683.3678 | 145821.503 | 76861.8647 |
Total P&L (%) | 688.2816 | 642.6107 | 45.671 | 222.6834 | 145.8215 | 76.8619 |
Avg Daily Profit (%) | 0.4877 | 0.4553 | 0.0324 | 0.083 | 0.0638 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220429 | -188485 | -52958 | -545253 | -453819 | -106093 |
Profit Factor | 1.9417 | 2.1557 | 1.2611 | 1.1644 | 1.1385 | 1.2553 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 46.1538 | 40.4762 | 51.7647 | 46.1538 | 40.4762 | 51.7647 |
Ratio Avg Win / Avg Loss | 2.2653 | 3.1702 | 1.1751 | 1.3585 | 1.6742 | 1.1697 |
Largest Winning Trade | 339840 | 339840 | 25800 | 437775 | 437775 | 85145 |
Largest Losing Trade | -51188 | -51188 | -22455 | -244123 | -244123 | -56038 |
Avg Bars in Trades | 97 | 180 | 16 | 97 | 180 | 16 |
Avg Bars in Winners | 111 | 233 | 17 | 111 | 233 | 17 |
Avg Bars in Losers | 86 | 143 | 15 | 86 | 143 | 15 |
Bars Traded | 16509 | 15122 | 1387 | 16509 | 15122 | 1387 |
Profit Streak | 466.4003 | 0 | 466.4836 | 466.4003 | 0 | 466.4836 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509702 | 370359 | -150767 | -121760 | -178952 | -138351 |
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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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