Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442578.5712 | 273283.4399 | 169295.1312 | 864683.816 | 796538.086 | 68145.73 |
Total P&L (%) | 442.5786 | 273.2834 | 169.2951 | 864.6838 | 796.5381 | 68.1457 |
Avg Daily Profit (%) | 0.2632 | 0.1625 | 0.1007 | 0.1349 | 0.1305 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95816 | -79474 | -72832 | -1287438 | -441754 | -861303 |
Profit Factor | 1.6287 | 1.7841 | 1.4763 | 1.2688 | 1.5536 | 1.0383 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 42.5676 | 39.1892 | 45.9459 | 42.5676 | 39.1892 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.1974 | 2.7684 | 1.7368 | 1.7119 | 2.4108 | 1.2216 |
Largest Winning Trade | 85871 | 85871 | 50956 | 579414 | 579414 | 313915 |
Largest Losing Trade | -29872 | -20131 | -29872 | -300660 | -185856 | -300660 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Losers | 20 | 21 | 17 | 20 | 21 | 17 |
Bars Traded | 4957 | 2614 | 2343 | 4957 | 2614 | 2343 |
Profit Streak | 34.2261 | 34.2261 | 35.2261 | 34.2261 | 34.2261 | 35.2261 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350606 | -57436 | -121798 | -13057 | -83747 | -395573 |
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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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