Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976917.2182 | 903248.2722 | 73668.946 | 567313.9622 | -41214.7437 | 608528.7059 |
Total P&L (%) | 976.9172 | 903.2483 | 73.6689 | 567.314 | -41.2147 | 608.5287 |
Avg Daily Profit (%) | 0.4214 | 0.3896 | 0.0318 | 0.0819 | -0.0229 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158381 | -106490 | -224585 | -1314227 | -1238836 | -583186 |
Profit Factor | 1.8274 | 2.4737 | 1.1298 | 1.1338 | 0.9848 | 1.3978 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 35.5556 | 34.4444 | 36.6667 | 35.5556 | 34.4444 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.3122 | 4.7081 | 1.9514 | 2.055 | 1.8743 | 2.4143 |
Largest Winning Trade | 403551 | 403551 | 58081 | 947987 | 947987 | 401409 |
Largest Losing Trade | -58975 | -58975 | -39807 | -755030 | -755030 | -207530 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 4504 | 2508 | 1996 | 4504 | 2508 | 1996 |
Profit Streak | 15.1637 | 0 | 17.6637 | 15.1637 | 0 | 17.6637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345059 | 298342 | -231784 | -159230 | -584085 | -82600 |
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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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