Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450896.6141 | 356418.4969 | 94478.1172 | 1206096.4109 | 555152.465 | 650943.9459 |
Total P&L (%) | 450.8966 | 356.4185 | 94.4781 | 1206.0964 | 555.1525 | 650.9439 |
Avg Daily Profit (%) | 0.3635 | 0.2874 | 0.0762 | 0.2074 | 0.1517 | 0.1627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71089 | -80743 | -54724 | -678086 | -688189 | -181276 |
Profit Factor | 1.723 | 1.9022 | 1.4133 | 1.3407 | 1.2299 | 1.5784 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 55.6213 | 53.5714 | 57.6471 | 55.6213 | 53.5714 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.3747 | 1.6486 | 1.0383 | 1.0697 | 1.0659 | 1.1597 |
Largest Winning Trade | 133516 | 133516 | 19321 | 279513 | 279513 | 125673 |
Largest Losing Trade | -45107 | -45107 | -15975 | -517987 | -517987 | -85173 |
Avg Bars in Trades | 20 | 38 | 4 | 20 | 38 | 4 |
Avg Bars in Winners | 18 | 33 | 4 | 18 | 33 | 4 |
Avg Bars in Losers | 24 | 43 | 3 | 24 | 43 | 3 |
Bars Traded | 3548 | 3198 | 349 | 3548 | 3198 | 349 |
Profit Streak | 9.1574 | 0 | 76.8241 | 9.1574 | 0 | 76.8241 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494366 | 436062 | -88154 | 395736 | 266898 | 425425 |
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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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