Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696213.882 | 593109.9628 | 103103.9192 | 484570.3027 | -437118.1148 | 921688.4175 |
Total P&L (%) | 696.2139 | 593.11 | 103.1039 | 484.5703 | -437.1181 | 921.6884 |
Avg Daily Profit (%) | 0.3746 | 0.3191 | 0.0555 | 0.095 | 0 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142918 | -88073 | -73052 | -2365928 | -1357511 | -1212464 |
Profit Factor | 2.4971 | 3.3144 | 1.4939 | 1.0974 | 0.8445 | 1.4265 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 40.678 | 33.3333 | 48.2759 | 40.678 | 33.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.6417 | 6.6288 | 1.6006 | 1.6004 | 1.689 | 1.5283 |
Largest Winning Trade | 561129 | 561129 | 67724 | 887213 | 693780 | 887213 |
Largest Losing Trade | -37002 | -37002 | -24910 | -508548 | -508548 | -489976 |
Avg Bars in Trades | 363 | 323 | 404 | 363 | 323 | 404 |
Avg Bars in Winners | 608 | 567 | 637 | 608 | 567 | 637 |
Avg Bars in Losers | 195 | 201 | 187 | 195 | 201 | 187 |
Bars Traded | 21446 | 9709 | 11737 | 21446 | 9709 | 11737 |
Profit Streak | 0 | 0 | 194.3554 | 0 | 0 | 194.3554 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169113 | 319087 | -115829 | -361708 | -584529 | -22966 |
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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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