Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465963.4587 | 401860.0505 | 64103.4082 | 162294.3683 | 361211.4921 | -198917.1239 |
Total P&L (%) | 465.9635 | 401.8601 | 64.1034 | 162.2944 | 361.2115 | -198.9171 |
Avg Daily Profit (%) | 0.2915 | 0.2514 | 0.0401 | 0.0603 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115096 | -96743 | -84933 | -556125 | -443729 | -310912 |
Profit Factor | 1.7323 | 2.2674 | 1.2008 | 1.0834 | 1.3877 | 0.8037 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 51.8248 | 44.9275 | 58.8235 | 51.8248 | 44.9275 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6103 | 2.7794 | 0.8406 | 1.0071 | 1.701 | 0.5626 |
Largest Winning Trade | 245920 | 245920 | 62950 | 521378 | 521378 | 142447 |
Largest Losing Trade | -38813 | -27731 | -38813 | -215063 | -187387 | -215063 |
Avg Bars in Trades | 44 | 35 | 52 | 44 | 35 | 52 |
Avg Bars in Winners | 57 | 39 | 71 | 57 | 39 | 71 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 6047 | 2475 | 3572 | 6047 | 2475 | 3572 |
Profit Streak | 0 | 0 | 15.7671 | 0 | 0 | 15.7671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442298 | -91554 | -249375 | -240487 | -167435 | -688234 |
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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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