Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457746.9713 | 389549.0617 | 68197.9096 | 92712.145 | 68813.373 | 23898.772 |
Total P&L (%) | 457.747 | 389.5491 | 68.1979 | 92.7121 | 68.8134 | 23.8988 |
Avg Daily Profit (%) | 0.2461 | 0.2094 | 0.0367 | 0.0353 | 0.0282 | 0.0115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152340 | -148746 | -86745 | -963910 | -1078227 | -238486 |
Profit Factor | 1.4363 | 1.6113 | 1.1656 | 1.0276 | 1.0323 | 1.0194 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 57.4194 | 55.8442 | 58.9744 | 57.4194 | 55.8442 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.0651 | 1.2741 | 0.8108 | 0.762 | 0.8162 | 0.7091 |
Largest Winning Trade | 89620 | 89620 | 26645 | 398790 | 398790 | 183600 |
Largest Losing Trade | -49317 | -49317 | -48959 | -454609 | -454609 | -203323 |
Avg Bars in Trades | 46 | 72 | 20 | 46 | 72 | 20 |
Avg Bars in Winners | 42 | 67 | 19 | 42 | 67 | 19 |
Avg Bars in Losers | 51 | 79 | 22 | 51 | 79 | 22 |
Bars Traded | 7211 | 5605 | 1606 | 7211 | 5605 | 1606 |
Profit Streak | 78.7755 | 109.7755 | 78.7755 | 78.7755 | 109.7755 | 78.7755 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436406 | -29928 | -215868 | -334467 | -381604 | -414382 |
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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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