Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697665.7319 | 555300.0225 | 142365.7094 | 376626.4676 | 14826.4766 | 361799.991 |
Total P&L (%) | 697.6657 | 555.3 | 142.3657 | 376.6265 | 14.8265 | 361.8 |
Avg Daily Profit (%) | 0.4692 | 0.3735 | 0.0957 | 0.1051 | 0.0093 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122099 | -148469 | -48220 | -543940 | -459124 | -339708 |
Profit Factor | 2.1885 | 2.5043 | 1.6534 | 1.1517 | 1.0099 | 1.367 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 43.8596 | 33.3333 | 54.386 | 43.8596 | 33.3333 | 54.386 |
Ratio Avg Win / Avg Loss | 2.8013 | 5.0086 | 1.3867 | 1.4742 | 2.0198 | 1.1465 |
Largest Winning Trade | 483021 | 483021 | 74749 | 438576 | 438576 | 291915 |
Largest Losing Trade | -41065 | -41065 | -28851 | -263203 | -140445 | -263203 |
Avg Bars in Trades | 151 | 135 | 167 | 151 | 135 | 167 |
Avg Bars in Winners | 222 | 220 | 224 | 222 | 220 | 224 |
Avg Bars in Losers | 96 | 93 | 100 | 96 | 93 | 100 |
Bars Traded | 17325 | 7751 | 9574 | 17325 | 7751 | 9574 |
Profit Streak | 0 | 0 | 26.3542 | 0 | 0 | 26.3542 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447030 | -172520 | -241595 | -108466 | -591366 | -233518 |
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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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