Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592034.402 | 533671.0637 | 58363.3384 | 707589.6593 | 743569.4695 | -35979.8102 |
Total P&L (%) | 592.0344 | 533.6711 | 58.3633 | 707.5897 | 743.5695 | -35.9798 |
Avg Daily Profit (%) | 0.2367 | 0.2134 | 0.0233 | 0.0835 | 0.0853 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120509 | -84485 | -143633 | -433145 | -222360 | -276511 |
Profit Factor | 1.5637 | 2.0666 | 1.1061 | 1.2566 | 1.5519 | 0.9745 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 43.2927 | 42.6829 | 43.9024 | 43.2927 | 42.6829 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.0482 | 2.7752 | 1.4134 | 1.6459 | 2.0839 | 1.2452 |
Largest Winning Trade | 128560 | 128560 | 61130 | 345057 | 345057 | 208863 |
Largest Losing Trade | -42532 | -42532 | -33276 | -134444 | -116149 | -134444 |
Avg Bars in Trades | 44 | 35 | 54 | 44 | 35 | 54 |
Avg Bars in Winners | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 7372 | 2920 | 4452 | 7372 | 2920 | 4452 |
Profit Streak | 39.455 | 45.1216 | 0 | 39.455 | 45.1216 | 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 | 358403 | 191981 | -273089 | -81267 | -82683 | -585940 |
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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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