Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592076.7674 | 452801.7276 | 139275.0398 | 706393.3661 | 1303309.0415 | -596915.6755 |
Total P&L (%) | 592.0768 | 452.8017 | 139.275 | 706.3934 | 1303.309 | -596.9157 |
Avg Daily Profit (%) | 0.2584 | 0.1976 | 0.0608 | 0.0911 | 0.1153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114451 | -135107 | -90186 | -2601299 | -1536461 | -1194834 |
Profit Factor | 1.565 | 1.8868 | 1.2592 | 1.0714 | 1.2738 | 0.8837 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 41.637 | 37.5887 | 45.7143 | 41.637 | 37.5887 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1936 | 3.1328 | 1.4953 | 1.5018 | 2.1149 | 1.0494 |
Largest Winning Trade | 238224 | 238224 | 61061 | 1939899 | 1939899 | 435668 |
Largest Losing Trade | -38198 | -18604 | -38198 | -965444 | -510849 | -965444 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 73 | 61 | 83 | 73 | 61 | 83 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 13433 | 5523 | 7910 | 13433 | 5523 | 7910 |
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 | 344471 | 222307 | -113777 | -213516 | -42568 | -580961 |
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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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