Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559578.075 | 365352.1029 | 194225.972 | 1875282.7777 | 2117155.7522 | -241872.9745 |
Total P&L (%) | 559.5781 | 365.3521 | 194.226 | 1875.2828 | 2117.1558 | -241.873 |
Avg Daily Profit (%) | 0.3313 | 0.2163 | 0.115 | 0.1768 | 0.1836 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86861 | -76745 | -73281 | -3223019 | -945848 | -2578435 |
Profit Factor | 1.8923 | 2.149 | 1.6282 | 1.1777 | 1.4824 | 0.9608 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 40.7725 | 37.931 | 43.5897 | 40.7725 | 37.931 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.7488 | 3.5165 | 2.1071 | 1.7108 | 2.4258 | 1.2433 |
Largest Winning Trade | 206156 | 206156 | 50410 | 1380828 | 1380828 | 846150 |
Largest Losing Trade | -27493 | -15608 | -27493 | -748983 | -389365 | -748983 |
Avg Bars in Trades | 85 | 73 | 98 | 85 | 73 | 98 |
Avg Bars in Winners | 145 | 127 | 161 | 145 | 127 | 161 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 19979 | 8505 | 11474 | 19979 | 8505 | 11474 |
Profit Streak | 0 | 41.8752 | 0 | 0 | 41.8752 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373783 | 268530 | -39148 | -18469 | 209469 | -581847 |
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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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