Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485165.7515 | 422300.5898 | 62865.1617 | 304995.5386 | 686537.4145 | -381541.8759 |
Total P&L (%) | 485.1658 | 422.3006 | 62.8652 | 304.9955 | 686.5374 | -381.5419 |
Avg Daily Profit (%) | 0.2625 | 0.2285 | 0.034 | 0.0757 | 0.1117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106731 | -89945 | -135405 | -1182667 | -877330 | -1073471 |
Profit Factor | 1.4767 | 1.8407 | 1.122 | 1.0385 | 1.1795 | 0.9067 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 144 | 78 | 66 | 144 | 78 | 66 |
Profitability (%) | 40.9836 | 36.0656 | 45.9016 | 40.9836 | 36.0656 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.1264 | 3.263 | 1.3223 | 1.4955 | 2.091 | 1.0686 |
Largest Winning Trade | 193875 | 193875 | 32408 | 675332 | 675332 | 240624 |
Largest Losing Trade | -27461 | -22242 | -27461 | -347581 | -201949 | -347581 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 23 | 28 | 20 | 23 | 28 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3655 | 1944 | 1711 | 3655 | 1944 | 1711 |
Profit Streak | 0 | 0 | 35.2275 | 0 | 0 | 35.2275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305220 | 215503 | -235299 | -271944 | -70824 | -580115 |
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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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