Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540250.1764 | 508552.2794 | 31697.8971 | -59612.7774 | -358420.2364 | 298807.4591 |
Total P&L (%) | 540.2502 | 508.5523 | 31.6979 | -59.6128 | -358.4202 | 298.8075 |
Avg Daily Profit (%) | 0.3669 | 0.3454 | 0.0215 | -0.0616 | 0 | 0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177660 | -169207 | -83387 | -687176 | -825021 | -172020 |
Profit Factor | 1.6652 | 1.944 | 1.116 | 0.9754 | 0.7895 | 1.4143 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 40.5405 | 34.5455 | 46.4286 | 40.5405 | 34.5455 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.4424 | 3.6833 | 1.2876 | 1.4306 | 1.4959 | 1.6319 |
Largest Winning Trade | 547928 | 547928 | 44245 | 469973 | 469973 | 176640 |
Largest Losing Trade | -37130 | -37130 | -29632 | -235783 | -235783 | -172020 |
Avg Bars in Trades | 153 | 233 | 74 | 153 | 233 | 74 |
Avg Bars in Winners | 173 | 289 | 88 | 173 | 289 | 88 |
Avg Bars in Losers | 140 | 204 | 63 | 140 | 204 | 63 |
Bars Traded | 17049 | 12863 | 4186 | 17049 | 12863 | 4186 |
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 | 332455 | -173370 | -441485 | -582495 | -765454 | -247034 |
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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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