Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498993.7986 | 466404.243 | 32589.5556 | 208999.7746 | 465903.2272 | -256903.4527 |
Total P&L (%) | 498.9938 | 466.4042 | 32.5896 | 208.9998 | 465.9032 | -256.9035 |
Avg Daily Profit (%) | 0.2524 | 0.2359 | 0.0165 | 0.0571 | 0.0877 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225659 | -166574 | -112579 | -2575883 | -2061527 | -1164570 |
Profit Factor | 1.738 | 2.3966 | 1.0952 | 1.0375 | 1.1545 | 0.8994 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 38.6364 | 40.9091 | 36.3636 | 38.6364 | 40.9091 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.7604 | 3.4618 | 1.9167 | 1.6478 | 1.6676 | 1.574 |
Largest Winning Trade | 194744 | 194744 | 63254 | 998888 | 864571 | 998888 |
Largest Losing Trade | -52166 | -52166 | -46453 | -1413574 | -1413574 | -471000 |
Avg Bars in Trades | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Winners | 151 | 130 | 174 | 151 | 130 | 174 |
Avg Bars in Losers | 48 | 47 | 49 | 48 | 47 | 49 |
Bars Traded | 7759 | 3589 | 4170 | 7759 | 3589 | 4170 |
Profit Streak | 0 | 0 | 545.9365 | 0 | 0 | 545.9365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258464 | 324611 | -293019 | -299020 | -128815 | -582661 |
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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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