Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601459.1955 | 545980.5237 | 55478.6718 | 129824.7159 | 250271.6093 | -120446.8934 |
Total P&L (%) | 601.4592 | 545.9805 | 55.4787 | 129.8247 | 250.2716 | -120.4469 |
Avg Daily Profit (%) | 0.3232 | 0.2934 | 0.0298 | 0.0447 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181030 | -167569 | -113582 | -1579741 | -1320891 | -488724 |
Profit Factor | 1.9323 | 2.7235 | 1.169 | 1.0455 | 1.1558 | 0.9033 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 53.1646 | 52.5 | 53.8462 | 53.1646 | 52.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7023 | 2.4641 | 1.002 | 0.9211 | 1.0458 | 0.7743 |
Largest Winning Trade | 432094 | 432094 | 67014 | 903568 | 903568 | 252768 |
Largest Losing Trade | -54048 | -54048 | -44724 | -724919 | -724919 | -409760 |
Avg Bars in Trades | 135 | 112 | 160 | 135 | 112 | 160 |
Avg Bars in Winners | 163 | 131 | 195 | 163 | 131 | 195 |
Avg Bars in Losers | 104 | 91 | 119 | 104 | 91 | 119 |
Bars Traded | 10734 | 4486 | 6248 | 10734 | 4486 | 6248 |
Profit Streak | 0 | 0 | 45.2573 | 0 | 0 | 45.2573 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18107 | 517834 | -187625 | -336164 | -151723 | -579702 |
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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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