Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568102.4436 | 455890.3967 | 112212.047 | 2725380.1161 | 1557439.3573 | 1167940.7588 |
Total P&L (%) | 568.1024 | 455.8904 | 112.212 | 2725.3801 | 1557.4394 | 1167.9408 |
Avg Daily Profit (%) | 0.4023 | 0.3229 | 0.0795 | 0.2369 | 0.1991 | 0.18 |
Buy And Hold Return (%) | 72.6734 | 72.6734 | 72.6734 | 72.6734 | 72.6734 | 72.6734 |
Max Trade Drawdown | -180340 | -133022 | -103902 | -2400103 | -2307720 | -1467725 |
Profit Factor | 1.8795 | 2.5643 | 1.3165 | 1.3059 | 1.3607 | 1.2544 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 51.4451 | 50.5747 | 52.3256 | 51.4451 | 50.5747 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.7739 | 2.5061 | 1.1995 | 1.2326 | 1.3297 | 1.1429 |
Largest Winning Trade | 118838 | 118838 | 66064 | 1063988 | 1063988 | 747857 |
Largest Losing Trade | -37853 | -37853 | -33140 | -536562 | -450553 | -536562 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 5329 | 2354 | 2975 | 5329 | 2354 | 2975 |
Profit Streak | 0 | 0 | 507.8215 | 0 | 0 | 507.8215 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519418 | 471841 | -95652 | 344404 | 306539 | 309960 |
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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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