Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755233.5226 | 590807.3546 | 164426.168 | 645366.1087 | 565599.9891 | 79766.1196 |
Total P&L (%) | 755.2335 | 590.8074 | 164.4262 | 645.3661 | 565.6 | 79.7661 |
Avg Daily Profit (%) | 0.5074 | 0.3969 | 0.1105 | 0.135 | 0.1274 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121544 | -91979 | -61713 | -1072972 | -663921 | -607158 |
Profit Factor | 1.9469 | 2.3751 | 1.4469 | 1.1288 | 1.2164 | 1.0333 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 33.121 | 24.359 | 41.7722 | 33.121 | 24.359 | 41.7722 |
Ratio Avg Win / Avg Loss | 3.9313 | 7.3752 | 2.0169 | 2.2793 | 3.7772 | 1.4403 |
Largest Winning Trade | 406202 | 406202 | 65641 | 833502 | 833502 | 315104 |
Largest Losing Trade | -29407 | -19535 | -29407 | -341192 | -178147 | -341192 |
Avg Bars in Trades | 111 | 91 | 129 | 111 | 91 | 129 |
Avg Bars in Winners | 213 | 200 | 220 | 213 | 200 | 220 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 17433 | 7173 | 10260 | 17433 | 7173 | 10260 |
Profit Streak | 32.0845 | 41.0845 | 32.0845 | 32.0845 | 41.0845 | 32.0845 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346286 | -52303 | -73037 | -94811 | -88345 | -353795 |
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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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