Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567637.7403 | 438098.1525 | 129539.5878 | 277761.6878 | 543818.5613 | -266056.8735 |
Total P&L (%) | 567.6377 | 438.0982 | 129.5396 | 277.7617 | 543.8186 | -266.0569 |
Avg Daily Profit (%) | 0.3821 | 0.2949 | 0.0872 | 0.0895 | 0.1254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175901 | -125046 | -83070 | -3240741 | -2125613 | -1464753 |
Profit Factor | 2.0558 | 2.4633 | 1.5437 | 1.0397 | 1.1597 | 0.9261 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 35.7895 | 25 | 46.8085 | 35.7895 | 25 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.6883 | 7.39 | 1.7542 | 1.8653 | 3.4791 | 1.0524 |
Largest Winning Trade | 399215 | 399215 | 74162 | 2026488 | 2026488 | 607660 |
Largest Losing Trade | -38470 | -38470 | -37109 | -739339 | -475420 | -739339 |
Avg Bars in Trades | 29 | 20 | 39 | 29 | 20 | 39 |
Avg Bars in Winners | 53 | 40 | 61 | 53 | 40 | 61 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 2846 | 1007 | 1839 | 2846 | 1007 | 1839 |
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 | 306249 | -16599 | -75011 | -254250 | -98617 | -580271 |
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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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