Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908610.2191 | 854081.9684 | 54528.2507 | 555386.912 | 522745.6807 | 32641.2313 |
Total P&L (%) | 908.6102 | 854.082 | 54.5283 | 555.3869 | 522.7457 | 32.6412 |
Avg Daily Profit (%) | 0.3912 | 0.3677 | 0.0235 | 0.081 | 0.0788 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130140 | -106904 | -167382 | -2434515 | -2054698 | -876792 |
Profit Factor | 1.7783 | 2.5239 | 1.0898 | 1.0756 | 1.1326 | 1.0096 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 35.1648 | 29.6703 | 40.6593 | 35.1648 | 29.6703 | 40.6593 |
Ratio Avg Win / Avg Loss | 3.2787 | 5.9827 | 1.5906 | 1.9831 | 2.6848 | 1.4734 |
Largest Winning Trade | 414334 | 414334 | 84727 | 1854984 | 1854984 | 747027 |
Largest Losing Trade | -48161 | -23266 | -48161 | -568207 | -568207 | -437043 |
Avg Bars in Trades | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Winners | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 8997 | 4101 | 4896 | 8997 | 4101 | 4896 |
Profit Streak | 19.0893 | 0 | 47.5893 | 19.0893 | 0 | 47.5893 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316356 | 170673 | -286098 | -224957 | -170401 | -392411 |
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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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