Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602537.3366 | 453519.102 | 149018.2346 | 1403369.0781 | 1278726.0408 | 124643.0374 |
Total P&L (%) | 602.5373 | 453.5191 | 149.0182 | 1403.3691 | 1278.726 | 124.643 |
Avg Daily Profit (%) | 0.3201 | 0.2409 | 0.0792 | 0.1441 | 0.1395 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159055 | -104739 | -76479 | -1774150 | -961411 | -1551680 |
Profit Factor | 1.6762 | 1.9994 | 1.3408 | 1.1631 | 1.3191 | 1.0271 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 51.7857 | 48.8095 | 54.7619 | 51.7857 | 48.8095 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5606 | 2.0969 | 1.1076 | 1.0829 | 1.3834 | 0.8485 |
Largest Winning Trade | 149226 | 149226 | 50123 | 824485 | 824485 | 442973 |
Largest Losing Trade | -37779 | -37779 | -32089 | -791833 | -293157 | -791833 |
Avg Bars in Trades | 66 | 51 | 80 | 66 | 51 | 80 |
Avg Bars in Winners | 83 | 63 | 101 | 83 | 63 | 101 |
Avg Bars in Losers | 47 | 40 | 55 | 47 | 40 | 55 |
Bars Traded | 11119 | 4338 | 6781 | 11119 | 4338 | 6781 |
Profit Streak | 0 | 0 | 138.1305 | 0 | 0 | 138.1305 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480630 | 395187 | -85223 | -40258 | -7017 | -326122 |
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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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