Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500642.5172 | 388758.8009 | 111883.7163 | 873642.5389 | 223243.4218 | 650399.1171 |
Total P&L (%) | 500.6425 | 388.7588 | 111.8837 | 873.6425 | 223.2434 | 650.3991 |
Avg Daily Profit (%) | 0.2816 | 0.2186 | 0.0629 | 0.1281 | 0.066 | 0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73760 | -81752 | -93082 | -649027 | -876764 | -358657 |
Profit Factor | 1.5986 | 1.9625 | 1.2587 | 1.2438 | 1.1129 | 1.405 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 38.3234 | 38.0952 | 38.5542 | 38.3234 | 38.0952 | 38.5542 |
Ratio Avg Win / Avg Loss | 2.5727 | 3.1891 | 2.006 | 2.0017 | 1.8084 | 2.2393 |
Largest Winning Trade | 87373 | 87373 | 69108 | 278716 | 278716 | 264758 |
Largest Losing Trade | -42257 | -42257 | -25487 | -459239 | -459239 | -189182 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 5161 | 2821 | 2340 | 5161 | 2821 | 2340 |
Profit Streak | 45.3366 | 45.3366 | 46.67 | 45.3366 | 45.3366 | 46.67 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326743 | 255800 | -111907 | -23437 | -204466 | -43275 |
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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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