Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476726.0644 | 323932.6367 | 152793.4278 | 762758.3341 | 545130.0851 | 217628.249 |
Total P&L (%) | 476.7261 | 323.9326 | 152.7934 | 762.7583 | 545.1301 | 217.6282 |
Avg Daily Profit (%) | 0.2005 | 0.1362 | 0.0642 | 0.0907 | 0.0784 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99787 | -57957 | -87942 | -625234 | -288076 | -478989 |
Profit Factor | 1.5576 | 1.7671 | 1.3532 | 1.2229 | 1.3356 | 1.1211 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 49.1124 | 51.7647 | 46.4286 | 49.1124 | 51.7647 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.6139 | 1.6466 | 1.5614 | 1.2671 | 1.2445 | 1.2936 |
Largest Winning Trade | 123148 | 123148 | 47682 | 428870 | 428870 | 237402 |
Largest Losing Trade | -31525 | -21896 | -31525 | -227072 | -93582 | -227072 |
Avg Bars in Trades | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Winners | 71 | 56 | 88 | 71 | 56 | 88 |
Avg Bars in Losers | 40 | 34 | 44 | 40 | 34 | 44 |
Bars Traded | 9361 | 3917 | 5444 | 9361 | 3917 | 5444 |
Profit Streak | 147.0827 | 206.0827 | 0 | 147.0827 | 206.0827 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414271 | -6969 | -107343 | -70794 | -86650 | -217024 |
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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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