Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506943.3141 | 492554.4673 | 14388.8468 | 10417.9793 | 43287.8127 | -32869.8334 |
Total P&L (%) | 506.9433 | 492.5545 | 14.3888 | 10.418 | 43.2878 | -32.8698 |
Avg Daily Profit (%) | 0.2104 | 0.2044 | 0.006 | 0.0041 | 0.0149 | -0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129946 | -129503 | -96644 | -414178 | -336663 | -156235 |
Profit Factor | 1.8147 | 2.4847 | 1.0495 | 1.0086 | 1.0657 | 0.9399 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 43.4783 | 31.5789 | 55.1724 | 43.4783 | 31.5789 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.3591 | 5.3834 | 0.8527 | 1.3112 | 2.309 | 0.7637 |
Largest Winning Trade | 439188 | 439188 | 60646 | 352606 | 352606 | 107076 |
Largest Losing Trade | -36837 | -33737 | -36837 | -141419 | -141419 | -125685 |
Avg Bars in Trades | 59 | 72 | 46 | 59 | 72 | 46 |
Avg Bars in Winners | 85 | 133 | 57 | 85 | 133 | 57 |
Avg Bars in Losers | 40 | 44 | 33 | 40 | 44 | 33 |
Bars Traded | 6870 | 4159 | 2711 | 6870 | 4159 | 2711 |
Profit Streak | 0 | 52.0585 | 0 | 0 | 52.0585 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336165 | -174539 | -561179 | -553351 | -508912 | -760162 |
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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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