Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527363.3518 | 368989.7935 | 158373.5583 | 828583.6175 | 241685.4153 | 586898.2022 |
Total P&L (%) | 527.3634 | 368.9898 | 158.3736 | 828.5836 | 241.6854 | 586.8982 |
Avg Daily Profit (%) | 0.2422 | 0.1695 | 0.0727 | 0.1024 | 0.0565 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114047 | -69566 | -62161 | -1116295 | -675155 | -490858 |
Profit Factor | 1.5976 | 1.865 | 1.3475 | 1.1736 | 1.1017 | 1.2451 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 43.787 | 38.0952 | 49.4118 | 43.787 | 38.0952 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.051 | 3.0306 | 1.3795 | 1.5067 | 1.7902 | 1.2748 |
Largest Winning Trade | 95377 | 95377 | 42964 | 638160 | 638160 | 238291 |
Largest Losing Trade | -46364 | -46364 | -44215 | -243003 | -198568 | -243003 |
Avg Bars in Trades | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Winners | 112 | 117 | 108 | 112 | 117 | 108 |
Avg Bars in Losers | 48 | 47 | 48 | 48 | 47 | 48 |
Bars Traded | 12889 | 6244 | 6645 | 12889 | 6244 | 6645 |
Profit Streak | 36.167 | 0 | 40.8336 | 36.167 | 0 | 40.8336 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375299 | 213870 | -95448 | -85233 | -230079 | -74582 |
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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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