Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663497.678 | 571806.766 | 91690.912 | 720836.8588 | 393943.9397 | 326892.9191 |
Total P&L (%) | 663.4977 | 571.8068 | 91.6909 | 720.8369 | 393.9439 | 326.8929 |
Avg Daily Profit (%) | 0.3547 | 0.3057 | 0.049 | 0.1126 | 0.0854 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81074 | -63698 | -55466 | -573662 | -418619 | -386049 |
Profit Factor | 2.1576 | 3.0252 | 1.3153 | 1.195 | 1.2179 | 1.1732 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 48.8372 | 45.3488 | 52.3256 | 48.8372 | 45.3488 | 52.3256 |
Ratio Avg Win / Avg Loss | 2.2603 | 3.6458 | 1.1983 | 1.252 | 1.4677 | 1.0689 |
Largest Winning Trade | 511122 | 511122 | 58026 | 452437 | 452437 | 285471 |
Largest Losing Trade | -35807 | -35807 | -22764 | -257447 | -172436 | -257447 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 60 | 42 | 76 | 60 | 42 | 76 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 7342 | 2754 | 4588 | 7342 | 2754 | 4588 |
Profit Streak | 1.3172 | 7.8172 | 0 | 1.3172 | 7.8172 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404901 | 494008 | -127293 | -50438 | -80317 | -119357 |
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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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