Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622519.4305 | 564700.9732 | 57818.4574 | 114983.2624 | 840665.9443 | -725682.6819 |
Total P&L (%) | 622.5194 | 564.701 | 57.8185 | 114.9833 | 840.6659 | -725.6827 |
Avg Daily Profit (%) | 0.3335 | 0.3025 | 0.031 | 0.041 | 0.1202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -339203 | -159521 | -240401 | -3721322 | -1645554 | -2111003 |
Profit Factor | 1.7552 | 2.3352 | 1.144 | 1.0287 | 1.4605 | 0.6677 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 42.1687 | 39.0244 | 45.2381 | 42.1687 | 39.0244 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.4071 | 3.6488 | 1.3849 | 1.4108 | 2.282 | 0.8082 |
Largest Winning Trade | 218587 | 218587 | 76311 | 1349446 | 1349446 | 1057340 |
Largest Losing Trade | -53644 | -52924 | -53644 | -1287100 | -1252203 | -1287100 |
Avg Bars in Trades | 132 | 121 | 143 | 132 | 121 | 143 |
Avg Bars in Winners | 181 | 170 | 190 | 181 | 170 | 190 |
Avg Bars in Losers | 96 | 89 | 104 | 96 | 89 | 104 |
Bars Traded | 10994 | 4976 | 6018 | 10994 | 4976 | 6018 |
Profit Streak | 74.3859 | 112.7192 | 74.3859 | 74.3859 | 112.7192 | 74.3859 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329371 | 348901 | -215656 | -330456 | -33671 | -582028 |
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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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