Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519964.2814 | 417791.3021 | 102172.9793 | 457359.7952 | 933800.9881 | -476441.1928 |
Total P&L (%) | 519.9643 | 417.7913 | 102.173 | 457.3598 | 933.801 | -476.4412 |
Avg Daily Profit (%) | 0.2372 | 0.1906 | 0.0466 | 0.0784 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174462 | -134213 | -113945 | -2993508 | -1131406 | -2081436 |
Profit Factor | 1.5453 | 1.8157 | 1.2315 | 1.0565 | 1.2377 | 0.8858 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 40 | 34.7826 | 45.2174 | 40 | 34.7826 | 45.2174 |
Ratio Avg Win / Avg Loss | 2.318 | 3.4044 | 1.4921 | 1.5847 | 2.3208 | 1.0732 |
Largest Winning Trade | 171677 | 171677 | 55273 | 980557 | 631645 | 980557 |
Largest Losing Trade | -45145 | -28235 | -45145 | -920062 | -881001 | -920062 |
Avg Bars in Trades | 37 | 41 | 32 | 37 | 41 | 32 |
Avg Bars in Winners | 53 | 61 | 48 | 53 | 61 | 48 |
Avg Bars in Losers | 26 | 31 | 19 | 26 | 31 | 19 |
Bars Traded | 8555 | 4796 | 3758 | 8555 | 4796 | 3758 |
Profit Streak | 0 | 0 | 90.7001 | 0 | 0 | 90.7001 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301116 | 173468 | -131753 | -248269 | -55616 | -579858 |
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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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