Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470207.3012 | 306088.263 | 164119.0382 | 402484.3603 | -374985.8364 | 777470.1967 |
Total P&L (%) | 470.2073 | 306.0883 | 164.119 | 402.4844 | -374.9858 | 777.4702 |
Avg Daily Profit (%) | 0.2605 | 0.1696 | 0.0909 | 0.0895 | 0 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137082 | -88031 | -84436 | -1414644 | -1102279 | -489216 |
Profit Factor | 1.896 | 2.038 | 1.7139 | 1.1118 | 0.8371 | 1.5983 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 44.7059 | 35.7143 | 53.4884 | 44.7059 | 35.7143 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.3451 | 3.6684 | 1.4903 | 1.3751 | 1.5068 | 1.3898 |
Largest Winning Trade | 188796 | 188796 | 72624 | 533794 | 533794 | 456531 |
Largest Losing Trade | -40633 | -30706 | -40633 | -369467 | -369467 | -278708 |
Avg Bars in Trades | 124 | 91 | 156 | 124 | 91 | 156 |
Avg Bars in Winners | 168 | 106 | 209 | 168 | 106 | 209 |
Avg Bars in Losers | 88 | 83 | 95 | 88 | 83 | 95 |
Bars Traded | 10573 | 3848 | 6725 | 10573 | 3848 | 6725 |
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 | 356617 | 206006 | -68932 | -172917 | -583512 | -29448 |
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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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