Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638606.7749 | 428992.0699 | 209614.705 | 1154869.8194 | 168831.5378 | 986038.2816 |
Total P&L (%) | 638.6068 | 428.9921 | 209.6147 | 1154.8698 | 168.8315 | 986.0383 |
Avg Daily Profit (%) | 0.4299 | 0.2888 | 0.1411 | 0.1704 | 0.0666 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158408 | -172101 | -31883 | -749736 | -531706 | -322117 |
Profit Factor | 2.2448 | 2.1805 | 2.4008 | 1.4712 | 1.1086 | 2.1001 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 48.1481 | 41.9753 | 54.321 | 48.1481 | 41.9753 | 54.321 |
Ratio Avg Win / Avg Loss | 2.4174 | 3.0142 | 2.0188 | 1.5843 | 1.5325 | 1.766 |
Largest Winning Trade | 325114 | 325114 | 39764 | 328838 | 328838 | 231972 |
Largest Losing Trade | -70641 | -70641 | -15012 | -201966 | -201966 | -159506 |
Avg Bars in Trades | 35 | 47 | 22 | 35 | 47 | 22 |
Avg Bars in Winners | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Losers | 33 | 52 | 9 | 33 | 52 | 9 |
Bars Traded | 5673 | 3877 | 1796 | 5673 | 3877 | 1796 |
Profit Streak | 14.674 | 14.674 | 19.424 | 14.674 | 14.674 | 19.424 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572221 | -1960 | -10145 | 419248 | -218476 | 59040 |
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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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