Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681573.8065 | 587130.6252 | 94443.1813 | 716355.0254 | 1868047.6252 | -1151692.5997 |
Total P&L (%) | 681.5738 | 587.1306 | 94.4432 | 716.355 | 1868.0476 | -1151.6926 |
Avg Daily Profit (%) | 0.3447 | 0.2969 | 0.0478 | 0.1062 | 0.1508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112294 | -128581 | -117280 | -2085627 | -1093676 | -1664651 |
Profit Factor | 1.6751 | 2.0863 | 1.2013 | 1.098 | 1.5541 | 0.7075 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 47.8788 | 44.5783 | 51.2195 | 47.8788 | 44.5783 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.8235 | 2.5938 | 1.1441 | 1.1953 | 1.9321 | 0.6738 |
Largest Winning Trade | 177252 | 177252 | 55235 | 1618743 | 1618743 | 251106 |
Largest Losing Trade | -62116 | -42414 | -62116 | -1572773 | -406846 | -1572773 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 3694 | 1940 | 1754 | 3694 | 1940 | 1754 |
Profit Streak | 511.6491 | 520.1491 | 0 | 511.6491 | 520.1491 | 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 | 480555 | 405151 | -133669 | -162560 | 316306 | -584800 |
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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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