Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608012.4953 | 476805.1685 | 131207.3267 | 837946.2866 | 2199052.4773 | -1361106.1908 |
Total P&L (%) | 608.0125 | 476.8052 | 131.2073 | 837.9463 | 2199.0525 | -1361.1062 |
Avg Daily Profit (%) | 0.2431 | 0.1906 | 0.0525 | 0.0895 | 0.1254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223167 | -191557 | -112294 | -5725822 | -3211563 | -3017562 |
Profit Factor | 1.6193 | 1.9239 | 1.2817 | 1.0625 | 1.3765 | 0.8199 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 44.1176 | 40.3361 | 47.8992 | 44.1176 | 40.3361 | 47.8992 |
Ratio Avg Win / Avg Loss | 2.0511 | 2.8458 | 1.3942 | 1.3459 | 2.0361 | 0.8919 |
Largest Winning Trade | 176483 | 176483 | 51897 | 2007684 | 2007684 | 1293317 |
Largest Losing Trade | -36303 | -33393 | -36303 | -1130070 | -472347 | -1130070 |
Avg Bars in Trades | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Winners | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Losers | 25 | 33 | 16 | 25 | 33 | 16 |
Bars Traded | 7302 | 4503 | 2799 | 7302 | 4503 | 2799 |
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 | 375463 | 259139 | -123661 | -225781 | -27480 | -581555 |
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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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