Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466350.9263 | 382195.6061 | 84155.3202 | 245014.9911 | 633310.0866 | -388295.0955 |
Total P&L (%) | 466.3509 | 382.1956 | 84.1553 | 245.015 | 633.3101 | -388.2951 |
Avg Daily Profit (%) | 0.4477 | 0.3669 | 0.0808 | 0.119 | 0.1915 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167055 | -120148 | -69593 | -2762614 | -1952574 | -975469 |
Profit Factor | 1.8084 | 2.2003 | 1.3256 | 1.0425 | 1.1879 | 0.8382 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 42.6087 | 31.0345 | 54.386 | 42.6087 | 31.0345 | 54.386 |
Ratio Avg Win / Avg Loss | 2.4358 | 4.8896 | 1.1118 | 1.4041 | 2.6397 | 0.703 |
Largest Winning Trade | 237526 | 237526 | 45646 | 2175997 | 2175997 | 345314 |
Largest Losing Trade | -32440 | -32440 | -31525 | -1008117 | -1008117 | -652032 |
Avg Bars in Trades | 213 | 184 | 242 | 213 | 184 | 242 |
Avg Bars in Winners | 294 | 289 | 296 | 294 | 289 | 296 |
Avg Bars in Losers | 153 | 137 | 177 | 153 | 137 | 177 |
Bars Traded | 24510 | 10701 | 13809 | 24510 | 10701 | 13809 |
Profit Streak | 0 | 0 | 23.0282 | 0 | 0 | 23.0282 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381584 | -174474 | -263787 | -210588 | -192496 | -759718 |
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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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