Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575206.2153 | 500381.1788 | 74825.0365 | 40221.0564 | 840290.7358 | -800069.6794 |
Total P&L (%) | 575.2062 | 500.3812 | 74.825 | 40.2211 | 840.2907 | -800.0697 |
Avg Daily Profit (%) | 0.2447 | 0.2129 | 0.0318 | 0.0144 | 0.0954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222502 | -75431 | -281556 | -1152678 | -151195 | -1178538 |
Profit Factor | 1.5759 | 2.2666 | 1.1239 | 1.015 | 2.2202 | 0.5983 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 56.5476 | 58.3333 | 54.7619 | 56.5476 | 58.3333 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.211 | 1.619 | 0.9285 | 0.78 | 1.5859 | 0.4943 |
Largest Winning Trade | 100101 | 100101 | 71216 | 282834 | 282834 | 201257 |
Largest Losing Trade | -90098 | -39692 | -90098 | -1049118 | -112810 | -1049118 |
Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
Avg Bars in Winners | 82 | 48 | 117 | 82 | 48 | 117 |
Avg Bars in Losers | 74 | 80 | 70 | 74 | 80 | 70 |
Bars Traded | 13258 | 5198 | 8060 | 13258 | 5198 | 8060 |
Profit Streak | 48.8157 | 0 | 75.4824 | 48.8157 | 0 | 75.4824 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449316 | 475676 | -235378 | -379231 | -60248 | -579932 |
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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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