Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772126.6373 | 646395.9262 | 125730.7111 | 419655.1278 | -390315.1019 | 809970.2296 |
Total P&L (%) | 772.1266 | 646.3959 | 125.7307 | 419.6551 | -390.3151 | 809.9702 |
Avg Daily Profit (%) | 0.3967 | 0.3321 | 0.0646 | 0.0847 | 0 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123159 | -94569 | -70500 | -2554531 | -1966913 | -854961 |
Profit Factor | 1.8632 | 2.2665 | 1.3274 | 1.0566 | 0.9135 | 1.2788 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 43.0168 | 37.0787 | 48.8889 | 43.0168 | 37.0787 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4682 | 3.8461 | 1.3877 | 1.3996 | 1.5502 | 1.3369 |
Largest Winning Trade | 471396 | 471396 | 40465 | 796710 | 796710 | 639422 |
Largest Losing Trade | -51034 | -37429 | -51034 | -797999 | -797999 | -495937 |
Avg Bars in Trades | 40 | 53 | 28 | 40 | 53 | 28 |
Avg Bars in Winners | 47 | 71 | 30 | 47 | 71 | 30 |
Avg Bars in Losers | 35 | 43 | 26 | 35 | 43 | 26 |
Bars Traded | 7321 | 4756 | 2565 | 7321 | 4756 | 2565 |
Profit Streak | 6.2696 | 0 | 8.5196 | 6.2696 | 0 | 8.5196 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438139 | 293046 | -106216 | -239256 | -583341 | -40864 |
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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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