Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571776.2985 | 470115.4185 | 101660.8801 | 525356.3804 | 1248274.9408 | -722918.5604 |
Total P&L (%) | 571.7763 | 470.1154 | 101.6609 | 525.3564 | 1248.2749 | -722.9186 |
Avg Daily Profit (%) | 0.2285 | 0.1879 | 0.0406 | 0.0733 | 0.104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146056 | -121008 | -179356 | -1006783 | -403743 | -1494952 |
Profit Factor | 1.8553 | 2.5267 | 1.2819 | 1.1621 | 2.1412 | 0.6635 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5299 | 4.0426 | 1.4956 | 1.5846 | 3.4259 | 0.774 |
Largest Winning Trade | 251343 | 251343 | 54800 | 571709 | 571709 | 296172 |
Largest Losing Trade | -59192 | -35897 | -59192 | -632919 | -235179 | -632919 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 66 | 59 | 71 | 66 | 59 | 71 |
Avg Bars in Losers | 32 | 42 | 20 | 32 | 42 | 20 |
Bars Traded | 4854 | 2547 | 2307 | 4854 | 2547 | 2307 |
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 | 327159 | -172208 | -320207 | -138536 | -234156 | -762329 |
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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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