Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670681.0846 | 598471.2853 | 72209.7992 | 471312.95 | 708463.9642 | -237151.0142 |
Total P&L (%) | 670.6811 | 598.4713 | 72.2098 | 471.313 | 708.464 | -237.151 |
Avg Daily Profit (%) | 0.3562 | 0.3179 | 0.0384 | 0.0926 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89074 | -91593 | -70482 | -861959 | -408675 | -741101 |
Profit Factor | 1.6987 | 2.1663 | 1.1616 | 1.1266 | 1.388 | 0.8749 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 38.5965 | 31.3953 | 45.8824 | 38.5965 | 31.3953 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.7025 | 4.7338 | 1.3701 | 1.7924 | 3.0331 | 1.032 |
Largest Winning Trade | 283478 | 283478 | 43313 | 956966 | 956966 | 265074 |
Largest Losing Trade | -42732 | -42732 | -30770 | -332970 | -167871 | -332970 |
Avg Bars in Trades | 126 | 120 | 132 | 126 | 120 | 132 |
Avg Bars in Winners | 226 | 238 | 217 | 226 | 238 | 217 |
Avg Bars in Losers | 64 | 67 | 61 | 64 | 67 | 61 |
Bars Traded | 21696 | 10403 | 11292 | 21696 | 10403 | 11292 |
Profit Streak | 25.3376 | 25.3376 | 47.3376 | 25.3376 | 25.3376 | 47.3376 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362725 | 221401 | -185337 | -151969 | -49577 | -580050 |
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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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