Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685532.3454 | 503343.6677 | 182188.6776 | 2413510.1064 | 1368824.1735 | 1044685.9328 |
Total P&L (%) | 685.5323 | 503.3437 | 182.1887 | 2413.5101 | 1368.8242 | 1044.6859 |
Avg Daily Profit (%) | 0.3604 | 0.2646 | 0.0958 | 0.1696 | 0.1414 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149094 | -154424 | -126725 | -1045207 | -956651 | -644230 |
Profit Factor | 1.7952 | 2.1943 | 1.4135 | 1.5148 | 1.5114 | 1.5193 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 43.9306 | 37.931 | 50 | 43.9306 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 2.2913 | 3.5907 | 1.4135 | 1.9333 | 2.4731 | 1.5193 |
Largest Winning Trade | 197971 | 197971 | 56262 | 1126312 | 1126312 | 490334 |
Largest Losing Trade | -37320 | -33147 | -37320 | -336876 | -327471 | -336876 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5569 | 2616 | 2953 | 5569 | 2616 | 2953 |
Profit Streak | 503.5955 | 510.5955 | 0 | 503.5955 | 510.5955 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429967 | 300031 | -64658 | 338962 | -5867 | -19210 |
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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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