Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376798.2926 | 336175.4199 | 40622.8728 | 67292.2177 | 727452.8166 | -660160.5989 |
Total P&L (%) | 376.7983 | 336.1754 | 40.6229 | 67.2922 | 727.4528 | -660.1606 |
Avg Daily Profit (%) | 0.1907 | 0.1701 | 0.0206 | 0.026 | 0.107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234573 | -166231 | -110288 | -2482919 | -1599678 | -1512998 |
Profit Factor | 1.5844 | 2.1448 | 1.1157 | 1.0116 | 1.2972 | 0.8038 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.8085 | 44.6809 | 48.9362 | 46.8085 | 44.6809 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8005 | 2.6555 | 1.1642 | 1.1495 | 1.6061 | 0.8388 |
Largest Winning Trade | 122141 | 122141 | 63129 | 881844 | 881844 | 814941 |
Largest Losing Trade | -58432 | -42456 | -58432 | -1512998 | -894067 | -1512998 |
Avg Bars in Trades | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Winners | 178 | 168 | 188 | 178 | 168 | 188 |
Avg Bars in Losers | 72 | 71 | 73 | 72 | 71 | 73 |
Bars Traded | 11515 | 5404 | 6111 | 11515 | 5404 | 6111 |
Profit Streak | 0 | 0 | 664.2259 | 0 | 0 | 664.2259 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341428 | 340491 | -259812 | -367044 | -50532 | -579778 |
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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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