Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783401.7174 | 757095.8245 | 26305.8929 | 692054.9692 | 576089.404 | 115965.5652 |
Total P&L (%) | 783.4017 | 757.0958 | 26.3059 | 692.055 | 576.0894 | 115.9656 |
Avg Daily Profit (%) | 0.313 | 0.3025 | 0.0105 | 0.0827 | 0.0764 | 0.0308 |
Buy And Hold Return (%) | 270.6024 | 270.6024 | 270.6024 | 270.6024 | 270.6024 | 270.6024 |
Max Trade Drawdown | -167371 | -112681 | -79107 | -1106891 | -717457 | -436124 |
Profit Factor | 2.0776 | 2.7771 | 1.0874 | 1.1491 | 1.1859 | 1.0752 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 46.0123 | 43.2099 | 48.7805 | 46.0123 | 43.2099 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.4378 | 3.6499 | 1.1418 | 1.3483 | 1.5586 | 1.129 |
Largest Winning Trade | 469980 | 469980 | 46880 | 913006 | 913006 | 186036 |
Largest Losing Trade | -36367 | -25673 | -36367 | -325977 | -325977 | -244143 |
Avg Bars in Trades | 59 | 90 | 29 | 59 | 90 | 29 |
Avg Bars in Winners | 77 | 128 | 33 | 77 | 128 | 33 |
Avg Bars in Losers | 44 | 61 | 24 | 44 | 61 | 24 |
Bars Traded | 9729 | 7339 | 2389 | 9729 | 7339 | 2389 |
Profit Streak | 9.8712 | 0 | 17.3712 | 9.8712 | 0 | 17.3712 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349807 | -3675 | -472529 | -142103 | -126072 | -458931 |
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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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