Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557180.7361 | 467640.8037 | 89539.9325 | 364677.2053 | 1125615.2227 | -760938.0174 |
Total P&L (%) | 557.1807 | 467.6408 | 89.5399 | 364.6772 | 1125.6152 | -760.938 |
Avg Daily Profit (%) | 0.2312 | 0.194 | 0.0372 | 0.0638 | 0.104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118223 | -98607 | -89975 | -3152511 | -1608834 | -2198760 |
Profit Factor | 1.7775 | 2.6941 | 1.2032 | 1.0473 | 1.4041 | 0.8454 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Profitability (%) | 50.3106 | 53.75 | 46.9136 | 50.3106 | 53.75 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.7555 | 2.3182 | 1.3615 | 1.0344 | 1.2082 | 0.9566 |
Largest Winning Trade | 235274 | 235274 | 71701 | 742320 | 600836 | 742320 |
Largest Losing Trade | -67834 | -34528 | -67834 | -1935648 | -352706 | -1935648 |
Avg Bars in Trades | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Winners | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 4560 | 1742 | 2818 | 4560 | 1742 | 2818 |
Profit Streak | 9.3049 | 52.8049 | 9.3049 | 9.3049 | 52.8049 | 9.3049 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502139 | -4446 | -156268 | -273989 | -70107 | -593269 |
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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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