Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406562.8502 | 390197.0221 | 16365.8281 | 84920.8858 | 101660.2554 | -16739.3696 |
Total P&L (%) | 406.5629 | 390.197 | 16.3658 | 84.9209 | 101.6603 | -16.7394 |
Avg Daily Profit (%) | 0.2058 | 0.1975 | 0.0083 | 0.0311 | 0.0355 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252877 | -169549 | -94364 | -3727243 | -2950437 | -1106198 |
Profit Factor | 1.6338 | 2.3137 | 1.0475 | 1.011 | 1.0238 | 0.9951 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 41.0256 | 39.4737 | 40.2597 | 41.0256 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.4243 | 3.3259 | 1.6062 | 1.5002 | 1.4717 | 1.5259 |
Largest Winning Trade | 167496 | 167496 | 63767 | 1488166 | 1244254 | 1488166 |
Largest Losing Trade | -54041 | -48895 | -54041 | -1882706 | -1882706 | -582552 |
Avg Bars in Trades | 150 | 135 | 165 | 150 | 135 | 165 |
Avg Bars in Winners | 254 | 225 | 285 | 254 | 225 | 285 |
Avg Bars in Losers | 79 | 72 | 87 | 79 | 72 | 87 |
Bars Traded | 11561 | 5270 | 6291 | 11561 | 5270 | 6291 |
Profit Streak | 0 | 0 | 589.5922 | 0 | 0 | 589.5922 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39301 | 307282 | -361730 | -408688 | -343316 | -581497 |
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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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