Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588153.9394 | 452418.7945 | 135735.1448 | 523785.2731 | -263401.5618 | 787186.8348 |
Total P&L (%) | 588.1539 | 452.4188 | 135.7351 | 523.7853 | -263.4016 | 787.1868 |
Avg Daily Profit (%) | 0.2975 | 0.2288 | 0.0687 | 0.0926 | 0 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134071 | -156479 | -53040 | -3061979 | -3022321 | -794525 |
Profit Factor | 1.6657 | 1.7231 | 1.5263 | 1.0662 | 0.9533 | 1.3474 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 49.5238 | 46.6667 | 52.381 | 49.5238 | 46.6667 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6977 | 1.9693 | 1.3876 | 1.0867 | 1.0895 | 1.2249 |
Largest Winning Trade | 171379 | 171379 | 23648 | 841708 | 841708 | 509826 |
Largest Losing Trade | -67911 | -67911 | -23797 | -1074909 | -1074909 | -364558 |
Avg Bars in Trades | 27 | 45 | 9 | 27 | 45 | 9 |
Avg Bars in Winners | 33 | 60 | 9 | 33 | 60 | 9 |
Avg Bars in Losers | 21 | 32 | 9 | 21 | 32 | 9 |
Bars Traded | 5779 | 4768 | 1011 | 5779 | 4768 | 1011 |
Profit Streak | 0 | 0 | 505.5347 | 0 | 0 | 505.5347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475847 | 344255 | -98900 | -215361 | -580682 | -43819 |
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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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