Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439970.6122 | 150554.5569 | 289416.0553 | 699071.8461 | 252718.0241 | 446353.822 |
Total P&L (%) | 439.9706 | 150.5546 | 289.4161 | 699.0718 | 252.718 | 446.3538 |
Avg Daily Profit (%) | 0.2943 | 0.1007 | 0.1936 | 0.1391 | 0.0844 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108317 | -51504 | -78227 | -1041996 | -434428 | -676288 |
Profit Factor | 1.6507 | 1.4881 | 1.7872 | 1.2172 | 1.2046 | 1.225 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 56.051 | 47.4359 | 64.557 | 56.051 | 47.4359 | 64.557 |
Ratio Avg Win / Avg Loss | 1.2943 | 1.649 | 0.9812 | 0.9544 | 1.3349 | 0.6726 |
Largest Winning Trade | 60198 | 57339 | 60198 | 431424 | 393267 | 431424 |
Largest Losing Trade | -70049 | -30425 | -70049 | -426870 | -202879 | -426870 |
Avg Bars in Trades | 27 | 21 | 33 | 27 | 21 | 33 |
Avg Bars in Winners | 31 | 23 | 36 | 31 | 23 | 36 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 4340 | 1671 | 2669 | 4340 | 1671 | 2669 |
Profit Streak | 27.9436 | 0 | 30.6103 | 27.9436 | 0 | 30.6103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463230 | -91365 | -16075 | -6570 | -116016 | -67567 |
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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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