Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447796.0676 | 369721.3238 | 78074.7438 | 220323.1053 | 341922.9972 | -121599.892 |
Total P&L (%) | 447.7961 | 369.7213 | 78.0747 | 220.3231 | 341.923 | -121.5999 |
Avg Daily Profit (%) | 0.1791 | 0.1479 | 0.0312 | 0.0466 | 0.0595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222290 | -197243 | -40783 | -1650861 | -1403475 | -531999 |
Profit Factor | 1.8199 | 2.0048 | 1.4382 | 1.0706 | 1.1624 | 0.8805 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.7064 | 40.7407 | 54.5455 | 47.7064 | 40.7407 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.9949 | 2.9161 | 1.1985 | 1.1735 | 1.6908 | 0.7337 |
Largest Winning Trade | 304715 | 304715 | 38673 | 1260422 | 1260422 | 202313 |
Largest Losing Trade | -37893 | -37893 | -23878 | -355939 | -355939 | -201381 |
Avg Bars in Trades | 43 | 76 | 11 | 43 | 76 | 11 |
Avg Bars in Winners | 47 | 96 | 11 | 47 | 96 | 11 |
Avg Bars in Losers | 40 | 62 | 13 | 40 | 62 | 13 |
Bars Traded | 4787 | 4131 | 656 | 4787 | 4131 | 656 |
Profit Streak | 114.5656 | 166.0656 | 114.5656 | 114.5656 | 166.0656 | 114.5656 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420549 | -174500 | -328468 | -272829 | -336981 | -759008 |
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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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