Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765697.103 | 647356.9201 | 118340.1829 | 932261.9531 | 422283.745 | 509978.2081 |
Total P&L (%) | 765.6971 | 647.3569 | 118.3402 | 932.262 | 422.2837 | 509.9782 |
Avg Daily Profit (%) | 0.3942 | 0.3333 | 0.0609 | 0.1202 | 0.0851 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92576 | -69081 | -120477 | -1469314 | -1258862 | -861609 |
Profit Factor | 1.8068 | 2.3606 | 1.2501 | 1.1092 | 1.0971 | 1.1216 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 41.25 | 31.25 | 51.25 | 41.25 | 31.25 | 51.25 |
Ratio Avg Win / Avg Loss | 2.5733 | 5.1934 | 1.1891 | 1.5797 | 2.4137 | 1.0669 |
Largest Winning Trade | 323048 | 323048 | 50780 | 1014768 | 1014768 | 456121 |
Largest Losing Trade | -53832 | -21143 | -53832 | -536898 | -324998 | -536898 |
Avg Bars in Trades | 143 | 139 | 147 | 143 | 139 | 147 |
Avg Bars in Winners | 233 | 255 | 220 | 233 | 255 | 220 |
Avg Bars in Losers | 80 | 86 | 71 | 80 | 86 | 71 |
Bars Traded | 22986 | 11152 | 11834 | 22986 | 11152 | 11834 |
Profit Streak | 28.4098 | 0 | 36.7432 | 28.4098 | 0 | 36.7432 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399631 | -13076 | -130547 | -133432 | -218609 | -173717 |
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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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