Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871672.2793 | 689609.4488 | 182062.8304 | 1892789.0383 | 725134.3466 | 1167654.6917 |
Total P&L (%) | 871.6723 | 689.6094 | 182.0628 | 1892.789 | 725.1343 | 1167.6547 |
Avg Daily Profit (%) | 0.4688 | 0.3709 | 0.0979 | 0.161 | 0.1136 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132217 | -137745 | -68123 | -635816 | -695550 | -463780 |
Profit Factor | 1.5839 | 1.7058 | 1.353 | 1.344 | 1.1902 | 1.6913 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 164 | 65 | 99 | 164 | 65 | 99 |
Losing Trades | 163 | 98 | 65 | 163 | 98 | 65 |
Profitability (%) | 50.1529 | 39.8773 | 60.3659 | 50.1529 | 39.8773 | 60.3659 |
Ratio Avg Win / Avg Loss | 1.5743 | 2.5718 | 0.8884 | 1.3358 | 1.7944 | 1.1104 |
Largest Winning Trade | 228617 | 228617 | 31214 | 963244 | 963244 | 364488 |
Largest Losing Trade | -60206 | -60206 | -35076 | -349167 | -349167 | -333623 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 10 | 17 | 6 | 10 | 17 | 6 |
Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
Bars Traded | 3660 | 2672 | 988 | 3660 | 2672 | 988 |
Profit Streak | 14.0272 | 0 | 21.0272 | 14.0272 | 0 | 21.0272 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571271 | 337322 | -61041 | 383804 | -54578 | -5584 |
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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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