Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401736.1807 | 139635.1054 | 262101.0753 | 655806.8858 | 50313.4234 | 605493.4624 |
Total P&L (%) | 401.7362 | 139.6351 | 262.1011 | 655.8069 | 50.3134 | 605.4935 |
Avg Daily Profit (%) | 0.2712 | 0.0943 | 0.1769 | 0.1366 | 0.0275 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142490 | -71257 | -96210 | -762711 | -578444 | -445191 |
Profit Factor | 1.5894 | 1.3932 | 1.8026 | 1.1857 | 1.0272 | 1.3593 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 54.7771 | 48.1013 | 61.5385 | 54.7771 | 48.1013 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3122 | 1.5032 | 1.1266 | 0.9789 | 1.1083 | 0.8496 |
Largest Winning Trade | 86711 | 86711 | 72494 | 396001 | 396001 | 366172 |
Largest Losing Trade | -36565 | -33989 | -36565 | -330735 | -330735 | -214951 |
Avg Bars in Trades | 27 | 17 | 38 | 27 | 17 | 38 |
Avg Bars in Winners | 29 | 15 | 40 | 29 | 15 | 40 |
Avg Bars in Losers | 25 | 19 | 34 | 25 | 19 | 34 |
Bars Traded | 4357 | 1381 | 2976 | 4357 | 1381 | 2976 |
Profit Streak | 0 | 0 | 46.5711 | 0 | 0 | 46.5711 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424853 | -92776 | -21964 | -26415 | -375402 | -49336 |
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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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