Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762879.6533 | 563686.5047 | 199193.1487 | 1897462.5343 | 2952421.2579 | -1054958.7236 |
Total P&L (%) | 762.8797 | 563.6865 | 199.1931 | 1897.4625 | 2952.4213 | -1054.9587 |
Avg Daily Profit (%) | 0.4786 | 0.3536 | 0.125 | 0.188 | 0.2147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158495 | -136350 | -101809 | -6695128 | -5069667 | -3405554 |
Profit Factor | 2.2726 | 2.5944 | 1.8099 | 1.1441 | 1.3755 | 0.801 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.9565 | 41.3793 | 52.6316 | 46.9565 | 41.3793 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.5672 | 3.6755 | 1.629 | 1.2925 | 1.9486 | 0.7209 |
Largest Winning Trade | 282366 | 282366 | 55969 | 5838440 | 5838440 | 680298 |
Largest Losing Trade | -49366 | -24208 | -49366 | -1748312 | -1748312 | -1375649 |
Avg Bars in Trades | 163 | 144 | 183 | 163 | 144 | 183 |
Avg Bars in Winners | 231 | 226 | 234 | 231 | 226 | 234 |
Avg Bars in Losers | 104 | 86 | 126 | 104 | 86 | 126 |
Bars Traded | 18831 | 8397 | 10434 | 18831 | 8397 | 10434 |
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 | 499212 | -169109 | -202468 | -54914 | -173588 | -760492 |
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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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