Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444355.8443 | 378847.7622 | 65508.0821 | 324902.2685 | 442500.7914 | -117598.5229 |
Total P&L (%) | 444.3558 | 378.8478 | 65.5081 | 324.9023 | 442.5008 | -117.5985 |
Avg Daily Profit (%) | 0.4266 | 0.3637 | 0.0629 | 0.139 | 0.1625 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79951 | -65868 | -62677 | -725252 | -498758 | -505497 |
Profit Factor | 1.9012 | 2.319 | 1.3182 | 1.1374 | 1.3337 | 0.8869 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 35.6522 | 24.5614 | 46.5517 | 35.6522 | 24.5614 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.4314 | 7.1226 | 1.5135 | 2.0528 | 4.0965 | 1.0183 |
Largest Winning Trade | 329795 | 329795 | 33120 | 878540 | 878540 | 203534 |
Largest Losing Trade | -25172 | -14482 | -25172 | -247844 | -146523 | -247844 |
Avg Bars in Trades | 215 | 209 | 221 | 215 | 209 | 221 |
Avg Bars in Winners | 374 | 457 | 332 | 374 | 457 | 332 |
Avg Bars in Losers | 126 | 128 | 124 | 126 | 128 | 124 |
Bars Traded | 24761 | 11928 | 12833 | 24761 | 11928 | 12833 |
Profit Streak | 9.526 | 0 | 10.151 | 9.526 | 0 | 10.151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308102 | -198645 | -288685 | -80440 | -203379 | -759847 |
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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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