Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528373.4923 | 336537.2767 | 191836.2155 | 1760985.1443 | 1987788.0257 | -226802.8814 |
Total P&L (%) | 528.3735 | 336.5373 | 191.8362 | 1760.9851 | 1987.788 | -226.8029 |
Avg Daily Profit (%) | 0.3115 | 0.1984 | 0.1131 | 0.1725 | 0.1793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104718 | -71498 | -84294 | -4425222 | -1761189 | -3296184 |
Profit Factor | 2.0591 | 2.3026 | 1.7975 | 1.1622 | 1.3953 | 0.9611 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 44.1441 | 36.3636 | 51.7857 | 44.1441 | 36.3636 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.6054 | 4.0295 | 1.6735 | 1.4706 | 2.4418 | 0.8948 |
Largest Winning Trade | 160828 | 160828 | 51331 | 2272301 | 2272301 | 811365 |
Largest Losing Trade | -40078 | -19746 | -40078 | -1244703 | -1071740 | -1244703 |
Avg Bars in Trades | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Winners | 75 | 75 | 74 | 75 | 75 | 74 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 4995 | 2193 | 2802 | 4995 | 2193 | 2802 |
Profit Streak | 0 | 53.9592 | 0 | 0 | 53.9592 | 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 | 393228 | -173081 | -218406 | -36257 | -175435 | -760601 |
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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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