Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512917.5645 | 452484.6821 | 60432.8824 | 472317.5085 | 918431.9265 | -446114.418 |
Total P&L (%) | 512.9176 | 452.4847 | 60.4329 | 472.3175 | 918.4319 | -446.1144 |
Avg Daily Profit (%) | 0.2596 | 0.229 | 0.0306 | 0.0883 | 0.1175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105353 | -89032 | -140105 | -1284807 | -997093 | -1072116 |
Profit Factor | 1.8729 | 2.8281 | 1.1777 | 1.0992 | 1.4418 | 0.8336 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 45.7944 | 46.2963 | 45.283 | 45.7944 | 46.2963 | 45.283 |
Ratio Avg Win / Avg Loss | 2.2169 | 3.2806 | 1.4231 | 1.3011 | 1.6725 | 1.0073 |
Largest Winning Trade | 165801 | 165801 | 69501 | 670228 | 651829 | 670228 |
Largest Losing Trade | -54724 | -35706 | -54724 | -634702 | -583649 | -634702 |
Avg Bars in Trades | 107 | 90 | 123 | 107 | 90 | 123 |
Avg Bars in Winners | 158 | 124 | 194 | 158 | 124 | 194 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 11449 | 4882 | 6567 | 11449 | 4882 | 6567 |
Profit Streak | 0 | 0 | 588.1472 | 0 | 0 | 588.1472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387032 | -168228 | -359032 | -187765 | -215129 | -760417 |
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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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