Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601653.4246 | 526449.7574 | 75203.6672 | 97968.6859 | 120825.9494 | -22857.2634 |
Total P&L (%) | 601.6534 | 526.4498 | 75.2037 | 97.9687 | 120.8259 | -22.8573 |
Avg Daily Profit (%) | 0.2614 | 0.2287 | 0.0327 | 0.0297 | 0.0344 | -0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227938 | -225671 | -30883 | -329368 | -261516 | -91448 |
Profit Factor | 1.9148 | 1.9508 | 1.7233 | 1.11 | 1.17 | 0.8728 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 54.5455 | 45.4545 | 63.6364 | 54.5455 | 45.4545 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.5957 | 2.341 | 0.9847 | 0.925 | 1.404 | 0.4987 |
Largest Winning Trade | 370384 | 370384 | 23047 | 220719 | 220719 | 25813 |
Largest Losing Trade | -57483 | -57483 | -23663 | -152200 | -152200 | -82077 |
Avg Bars in Trades | 148 | 276 | 21 | 148 | 276 | 21 |
Avg Bars in Winners | 111 | 241 | 17 | 111 | 241 | 17 |
Avg Bars in Losers | 194 | 305 | 27 | 194 | 305 | 27 |
Bars Traded | 13109 | 12174 | 935 | 13109 | 12174 | 935 |
Profit Streak | 0 | 112.5006 | 0 | 0 | 112.5006 | 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 | 468801 | 390310 | -146655 | -253566 | -181542 | -578674 |
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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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