Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711872.3423 | 547980.1943 | 163892.148 | 2746015.1375 | 2580924.8981 | 165090.2394 |
Total P&L (%) | 711.8723 | 547.9802 | 163.8921 | 2746.0151 | 2580.9249 | 165.0902 |
Avg Daily Profit (%) | 0.3791 | 0.2918 | 0.0873 | 0.1785 | 0.1753 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182805 | -92947 | -170203 | -713948 | -437531 | -720521 |
Profit Factor | 1.8289 | 2.4594 | 1.3391 | 1.9559 | 3.1422 | 1.099 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 45.0292 | 45.8824 | 44.186 | 45.0292 | 45.8824 | 44.186 |
Ratio Avg Win / Avg Loss | 2.2326 | 2.9008 | 1.6915 | 2.3877 | 3.7062 | 1.3882 |
Largest Winning Trade | 178549 | 178549 | 87068 | 927423 | 927423 | 376949 |
Largest Losing Trade | -48603 | -28547 | -48603 | -437531 | -437531 | -254553 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 67 | 54 | 80 | 67 | 54 | 80 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 7427 | 3115 | 4312 | 7427 | 3115 | 4312 |
Profit Streak | 0 | 13.1646 | 0 | 0 | 13.1646 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432027 | 438748 | -77597 | 379131 | 450336 | -237801 |
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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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