Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603215.3152 | 514440.4053 | 88774.9099 | 2478923.6475 | 1824880.1071 | 654043.5404 |
Total P&L (%) | 603.2153 | 514.4404 | 88.7749 | 2478.9236 | 1824.8801 | 654.0435 |
Avg Daily Profit (%) | 0.3052 | 0.2602 | 0.0449 | 0.1645 | 0.1497 | 0.1023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105307 | -39797 | -209414 | -710298 | -450584 | -398724 |
Profit Factor | 1.9293 | 3.0603 | 1.2222 | 1.7614 | 2.1734 | 1.3846 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 58.5034 | 62.1622 | 54.7945 | 58.5034 | 62.1622 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.3684 | 1.8628 | 1.0084 | 1.2494 | 1.323 | 1.1423 |
Largest Winning Trade | 84587 | 82845 | 84587 | 906721 | 906721 | 542299 |
Largest Losing Trade | -66909 | -32222 | -66909 | -450584 | -450584 | -259714 |
Avg Bars in Trades | 49 | 19 | 80 | 49 | 19 | 80 |
Avg Bars in Winners | 64 | 20 | 114 | 64 | 20 | 114 |
Avg Bars in Losers | 29 | 17 | 38 | 29 | 17 | 38 |
Bars Traded | 7314 | 1437 | 5877 | 7314 | 1437 | 5877 |
Profit Streak | 557.0196 | 566.7696 | 0 | 557.0196 | 566.7696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488305 | -47343 | -204376 | 433378 | -51476 | -126508 |
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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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