Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587628.367 | 458783.9749 | 128844.3921 | 549469.2655 | 401756.9448 | 147712.3207 |
Total P&L (%) | 587.6284 | 458.784 | 128.8444 | 549.4693 | 401.7569 | 147.7123 |
Avg Daily Profit (%) | 0.3153 | 0.2462 | 0.0691 | 0.1004 | 0.0866 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133573 | -110417 | -142202 | -733547 | -800052 | -635417 |
Profit Factor | 1.5389 | 1.9529 | 1.2116 | 1.1095 | 1.1746 | 1.0543 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 52.514 | 47.191 | 57.7778 | 52.514 | 47.191 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.3915 | 2.1854 | 0.8854 | 1.0032 | 1.3145 | 0.7705 |
Largest Winning Trade | 129885 | 129885 | 50599 | 287070 | 287070 | 188812 |
Largest Losing Trade | -46177 | -34679 | -46177 | -271864 | -240000 | -271864 |
Avg Bars in Trades | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
Bars Traded | 10950 | 5221 | 5729 | 10950 | 5221 | 5729 |
Profit Streak | 27.0138 | 0 | 73.1805 | 27.0138 | 0 | 73.1805 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445362 | 371381 | -100688 | -156796 | -107216 | -288272 |
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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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