Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933721.186 | 819235.6217 | 114485.5643 | 727224.3786 | 414907.8804 | 312316.4983 |
Total P&L (%) | 933.7212 | 819.2356 | 114.4856 | 727.2244 | 414.9079 | 312.3165 |
Avg Daily Profit (%) | 0.4021 | 0.3528 | 0.0493 | 0.091 | 0.0706 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99030 | -105571 | -206979 | -1886252 | -1522879 | -521701 |
Profit Factor | 1.8139 | 2.4537 | 1.1961 | 1.1076 | 1.1127 | 1.1015 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 34.104 | 27.907 | 40.2299 | 34.104 | 27.907 | 40.2299 |
Ratio Avg Win / Avg Loss | 3.5048 | 6.3388 | 1.7771 | 2.1401 | 2.8744 | 1.6366 |
Largest Winning Trade | 404558 | 404558 | 61440 | 1500472 | 1500472 | 394059 |
Largest Losing Trade | -46467 | -39394 | -46467 | -470137 | -470137 | -455596 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 6908 | 3188 | 3720 | 6908 | 3188 | 3720 |
Profit Streak | 18.5322 | 0 | 46.5322 | 18.5322 | 0 | 46.5322 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305722 | -3307 | -133870 | -176783 | -211484 | -222294 |
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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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