Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550444.6199 | 324745.268 | 225699.3519 | 2708424.84 | 2127065.814 | 581359.026 |
Total P&L (%) | 550.4446 | 324.7453 | 225.6994 | 2708.4248 | 2127.0658 | 581.359 |
Avg Daily Profit (%) | 0.3262 | 0.1924 | 0.1337 | 0.1978 | 0.184 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77590 | -88948 | -51767 | -2427542 | -775866 | -1974399 |
Profit Factor | 1.6777 | 1.7999 | 1.5557 | 1.4889 | 1.8794 | 1.1862 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 175 | 93 | 82 | 175 | 93 | 82 |
Profitability (%) | 36.8231 | 32.6087 | 41.0072 | 36.8231 | 32.6087 | 41.0072 |
Ratio Avg Win / Avg Loss | 2.8785 | 3.7197 | 2.238 | 2.5544 | 3.8842 | 1.7065 |
Largest Winning Trade | 85784 | 85784 | 48545 | 1341756 | 1341756 | 800871 |
Largest Losing Trade | -27041 | -27041 | -25916 | -338940 | -318596 | -338940 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 10073 | 4774 | 5298 | 10073 | 4774 | 5298 |
Profit Streak | 8.8615 | 0 | 9.6948 | 8.8615 | 0 | 9.6948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334363 | 144669 | -14755 | 265025 | 162621 | -58266 |
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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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