Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934516.2907 | 881994.2293 | 52522.0614 | 65799.4519 | 786438.3482 | -720638.8963 |
Total P&L (%) | 934.5163 | 881.9942 | 52.5221 | 65.7995 | 786.4383 | -720.6389 |
Avg Daily Profit (%) | 0.4486 | 0.4234 | 0.0252 | 0.0243 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169027 | -180235 | -59770 | -2567520 | -1987438 | -1358373 |
Profit Factor | 2.247 | 2.9017 | 1.1839 | 1.01 | 1.2176 | 0.7555 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 47.2727 | 36.3636 | 58.1818 | 47.2727 | 36.3636 | 58.1818 |
Ratio Avg Win / Avg Loss | 2.5063 | 5.078 | 0.8509 | 1.1266 | 2.1308 | 0.543 |
Largest Winning Trade | 921870 | 921870 | 31389 | 2002441 | 2002441 | 349311 |
Largest Losing Trade | -42931 | -42931 | -32422 | -783620 | -372993 | -783620 |
Avg Bars in Trades | 221 | 364 | 79 | 221 | 364 | 79 |
Avg Bars in Winners | 274 | 593 | 75 | 274 | 593 | 75 |
Avg Bars in Losers | 174 | 233 | 86 | 174 | 233 | 86 |
Bars Traded | 24419 | 20025 | 4394 | 24419 | 20025 | 4394 |
Profit Streak | 0 | 0 | 96.0397 | 0 | 0 | 96.0397 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492178 | -170148 | -358289 | -370981 | -237587 | -758813 |
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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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