Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612335.0448 | 528875.9532 | 83459.0916 | 579805.1228 | 857767.0121 | -277961.8894 |
Total P&L (%) | 612.335 | 528.876 | 83.4591 | 579.8051 | 857.767 | -277.9619 |
Avg Daily Profit (%) | 0.3098 | 0.2675 | 0.0422 | 0.097 | 0.1144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220647 | -167933 | -87202 | -5396951 | -4149652 | -1927424 |
Profit Factor | 1.9063 | 2.5392 | 1.2514 | 1.0537 | 1.1525 | 0.9462 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 39.5604 | 36.9565 | 42.2222 | 39.5604 | 36.9565 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.9125 | 4.3316 | 1.7124 | 1.6099 | 1.966 | 1.2948 |
Largest Winning Trade | 185755 | 185755 | 63544 | 2171583 | 1892623 | 2171583 |
Largest Losing Trade | -53187 | -53187 | -49074 | -3024641 | -3024641 | -1327524 |
Avg Bars in Trades | 84 | 77 | 92 | 84 | 77 | 92 |
Avg Bars in Winners | 147 | 140 | 152 | 147 | 140 | 152 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 7708 | 3565 | 4144 | 7708 | 3565 | 4144 |
Profit Streak | 0 | 0 | 555.5761 | 0 | 0 | 555.5761 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316021 | 304451 | -137990 | -227163 | -96575 | -581486 |
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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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