Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608777.8038 | 390460.0807 | 218317.7231 | 363596.7754 | -419338.7495 | 782935.5249 |
Total P&L (%) | 608.7778 | 390.4601 | 218.3177 | 363.5968 | -419.3387 | 782.9355 |
Avg Daily Profit (%) | 0.3341 | 0.2143 | 0.1198 | 0.0842 | 0 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119613 | -119986 | -86429 | -1318836 | -1055888 | -1031697 |
Profit Factor | 1.7808 | 1.9194 | 1.6149 | 1.0794 | 0.8331 | 1.3791 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 40.1198 | 33.3333 | 46.988 | 40.1198 | 33.3333 | 46.988 |
Ratio Avg Win / Avg Loss | 2.6579 | 3.8388 | 1.822 | 1.6111 | 1.6662 | 1.5559 |
Largest Winning Trade | 359812 | 359812 | 58081 | 488364 | 417568 | 488364 |
Largest Losing Trade | -60448 | -31730 | -60448 | -512643 | -244407 | -512643 |
Avg Bars in Trades | 129 | 116 | 141 | 129 | 116 | 141 |
Avg Bars in Winners | 199 | 184 | 210 | 199 | 184 | 210 |
Avg Bars in Losers | 82 | 83 | 80 | 82 | 83 | 80 |
Bars Traded | 21553 | 9805 | 11748 | 21553 | 9805 | 11748 |
Profit Streak | 0 | 0 | 118.6977 | 0 | 0 | 118.6977 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345366 | 164772 | -30115 | -215544 | -584811 | -31355 |
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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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