Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524900.043 | 340533.3182 | 184366.7248 | 495526.495 | -561695.1578 | 1057221.6528 |
Total P&L (%) | 524.9 | 340.5333 | 184.3667 | 495.5265 | -561.6952 | 1057.2217 |
Avg Daily Profit (%) | 0.2908 | 0.1887 | 0.1021 | 0.0989 | 0 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189656 | -119804 | -89488 | -5114653 | -3434461 | -2214314 |
Profit Factor | 1.6255 | 1.8211 | 1.4344 | 1.031 | 0.9326 | 1.1379 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 48.0349 | 45.2174 | 50.8772 | 48.0349 | 45.2174 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.7585 | 2.2063 | 1.385 | 1.1153 | 1.1299 | 1.0986 |
Largest Winning Trade | 270635 | 270635 | 72300 | 1615725 | 1615725 | 1228568 |
Largest Losing Trade | -48817 | -26479 | -48817 | -692275 | -692275 | -611078 |
Avg Bars in Trades | 46 | 27 | 64 | 46 | 27 | 64 |
Avg Bars in Winners | 70 | 32 | 104 | 70 | 32 | 104 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 10554 | 3196 | 7358 | 10554 | 3196 | 7358 |
Profit Streak | 0 | 0 | 15.0064 | 0 | 0 | 15.0064 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443723 | 329348 | -55262 | -246972 | -580941 | -79815 |
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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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