Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624223.3349 | 417440.1237 | 206783.2112 | 1740180.7894 | 531020.2088 | 1209160.5807 |
Total P&L (%) | 624.2233 | 417.4401 | 206.7832 | 1740.1808 | 531.0202 | 1209.1606 |
Avg Daily Profit (%) | 0.2872 | 0.1921 | 0.0952 | 0.1341 | 0.0848 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89870 | -62650 | -108026 | -560533 | -371260 | -279583 |
Profit Factor | 1.7674 | 2.0337 | 1.5048 | 1.6746 | 1.339 | 2.1936 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 49.3243 | 41.8919 | 56.7568 | 49.3243 | 41.8919 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.8158 | 2.8209 | 1.1465 | 1.7205 | 1.8574 | 1.6713 |
Largest Winning Trade | 88038 | 88038 | 43129 | 524521 | 524521 | 239184 |
Largest Losing Trade | -64232 | -48529 | -64232 | -279583 | -252706 | -279583 |
Avg Bars in Trades | 85 | 93 | 78 | 85 | 93 | 78 |
Avg Bars in Winners | 103 | 121 | 90 | 103 | 121 | 90 |
Avg Bars in Losers | 68 | 73 | 61 | 68 | 73 | 61 |
Bars Traded | 12690 | 6915 | 5774 | 12690 | 6915 | 5774 |
Profit Streak | 21.8322 | 0 | 23.1656 | 21.8322 | 0 | 23.1656 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461269 | -56192 | -127358 | -9728 | -145494 | -93079 |
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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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