Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544287.1311 | 387748.7327 | 156538.3984 | 828443.6674 | 413924.5362 | 414519.1312 |
Total P&L (%) | 544.2871 | 387.7487 | 156.5384 | 828.4437 | 413.9245 | 414.5191 |
Avg Daily Profit (%) | 0.2613 | 0.1861 | 0.0751 | 0.107 | 0.0786 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69688 | -90350 | -112256 | -490646 | -260982 | -478438 |
Profit Factor | 1.6226 | 1.9079 | 1.3501 | 1.3479 | 1.3501 | 1.3457 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 52.0548 | 47.9452 | 56.1644 | 52.0548 | 47.9452 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.4945 | 2.0715 | 1.0538 | 1.2415 | 1.4658 | 1.0503 |
Largest Winning Trade | 82884 | 82884 | 41659 | 355391 | 355391 | 213843 |
Largest Losing Trade | -56146 | -56146 | -42891 | -478438 | -125706 | -478438 |
Avg Bars in Trades | 167 | 194 | 139 | 167 | 194 | 139 |
Avg Bars in Winners | 187 | 211 | 167 | 187 | 211 | 167 |
Avg Bars in Losers | 145 | 179 | 104 | 145 | 179 | 104 |
Bars Traded | 24438 | 14226 | 10212 | 24438 | 14226 | 10212 |
Profit Streak | 22.6353 | 0 | 28.302 | 22.6353 | 0 | 28.302 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422005 | -61632 | -162571 | -48122 | -160369 | -157906 |
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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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