Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478803.0925 | 448154.1641 | 30648.9284 | 199847.4954 | 512569.575 | -312722.0796 |
Total P&L (%) | 478.8031 | 448.1542 | 30.6489 | 199.8475 | 512.5696 | -312.7221 |
Avg Daily Profit (%) | 0.2496 | 0.2336 | 0.016 | 0.0573 | 0.0945 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120241 | -65552 | -84582 | -566903 | -236716 | -450033 |
Profit Factor | 1.7813 | 2.6419 | 1.0902 | 1.0774 | 1.506 | 0.8007 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 46.2185 | 42.3729 | 50 | 46.2185 | 42.3729 | 50 |
Ratio Avg Win / Avg Loss | 2.0728 | 3.5929 | 1.0902 | 1.2537 | 2.0482 | 0.8007 |
Largest Winning Trade | 246212 | 246212 | 57907 | 330551 | 330551 | 228839 |
Largest Losing Trade | -47024 | -24358 | -47024 | -319723 | -84250 | -319723 |
Avg Bars in Trades | 93 | 83 | 103 | 93 | 83 | 103 |
Avg Bars in Winners | 138 | 121 | 152 | 138 | 121 | 152 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 11165 | 4945 | 6220 | 11165 | 4945 | 6220 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369661 | -166699 | -465072 | -253013 | -243546 | -749958 |
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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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