Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571772.8351 | 450510.2545 | 121262.5806 | 447009.6749 | 744469.5382 | -297459.8633 |
Total P&L (%) | 571.7728 | 450.5103 | 121.2626 | 447.0097 | 744.4695 | -297.4599 |
Avg Daily Profit (%) | 0.3587 | 0.2826 | 0.0761 | 0.1067 | 0.1339 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160322 | -102294 | -111296 | -1543390 | -1348809 | -714262 |
Profit Factor | 1.8825 | 2.3318 | 1.3916 | 1.0928 | 1.2933 | 0.8695 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.8825 | 2.7433 | 1.1829 | 1.0928 | 1.5215 | 0.7391 |
Largest Winning Trade | 301000 | 301000 | 61400 | 1423354 | 1423354 | 367425 |
Largest Losing Trade | -33551 | -26538 | -33551 | -440951 | -440951 | -424288 |
Avg Bars in Trades | 63 | 50 | 75 | 63 | 50 | 75 |
Avg Bars in Winners | 86 | 71 | 100 | 86 | 71 | 100 |
Avg Bars in Losers | 39 | 32 | 46 | 39 | 32 | 46 |
Bars Traded | 9342 | 3734 | 5608 | 9342 | 3734 | 5608 |
Profit Streak | 0 | 0 | 13.2117 | 0 | 0 | 13.2117 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480920 | -53267 | -153316 | -168671 | -78706 | -643353 |
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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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