Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507885.2582 | 440990.0498 | 66895.2084 | 549853.47 | 508048.8604 | 41804.6096 |
Total P&L (%) | 507.8853 | 440.9901 | 66.8952 | 549.8535 | 508.0489 | 41.8046 |
Avg Daily Profit (%) | 0.2769 | 0.2405 | 0.0365 | 0.1021 | 0.0985 | 0.019 |
Buy And Hold Return (%) | 30.2825 | 30.2825 | 30.2825 | 30.2825 | 30.2825 | 30.2825 |
Max Trade Drawdown | -132965 | -112208 | -76890 | -502800 | -482863 | -452120 |
Profit Factor | 1.6382 | 2.0356 | 1.1808 | 1.1839 | 1.3192 | 1.0299 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 50.6849 | 47.9452 | 53.4247 | 50.6849 | 47.9452 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.594 | 2.21 | 1.0295 | 1.1519 | 1.4323 | 0.8979 |
Largest Winning Trade | 221205 | 221205 | 47596 | 256373 | 256373 | 232084 |
Largest Losing Trade | -33347 | -28897 | -33347 | -348228 | -173716 | -348228 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 3373 | 1845 | 1527 | 3373 | 1845 | 1527 |
Profit Streak | 38.1326 | 38.1326 | 46.1326 | 38.1326 | 38.1326 | 46.1326 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487401 | -60098 | -241670 | -72713 | -132826 | -474514 |
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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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