Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603796.1085 | 416742.797 | 187053.3115 | -260923.6167 | 177874.6646 | -438798.2812 |
Total P&L (%) | 603.7961 | 416.7428 | 187.0533 | -260.9236 | 177.8747 | -438.7983 |
Avg Daily Profit (%) | 0.3201 | 0.2209 | 0.0992 | 0 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125800 | -59062 | -155806 | -500426 | -61223 | -528853 |
Profit Factor | 2.2265 | 3.0536 | 1.6465 | 0.669 | 2.0247 | 0.2861 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 23 | 29 | 36 | 22 | 14 |
Losing Trades | 40 | 23 | 17 | 56 | 24 | 32 |
Profitability (%) | 56.5217 | 50 | 63.0435 | 39.1304 | 47.8261 | 30.4348 |
Ratio Avg Win / Avg Loss | 1.7127 | 3.0536 | 0.9652 | 1.0406 | 2.2088 | 0.6539 |
Largest Winning Trade | 100274 | 100274 | 44966 | 100274 | 100274 | 90055 |
Largest Losing Trade | -101330 | -30672 | -101330 | -228041 | -34498 | -228041 |
Avg Bars in Trades | 119 | 124 | 113 | 119 | 124 | 113 |
Avg Bars in Winners | 112 | 115 | 109 | 141 | 149 | 127 |
Avg Bars in Losers | 127 | 133 | 120 | 104 | 100 | 107 |
Bars Traded | 10955 | 5717 | 5238 | 10955 | 5717 | 5238 |
Profit Streak | 13.0274 | 0 | 17.3607 | 0 | 78.0274 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540018 | 493444 | -57927 | -583092 | -116514 | -588313 |
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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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