Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536107.1282 | 479916.4321 | 56190.6961 | 282792.3186 | 483431.5813 | -200639.2627 |
Total P&L (%) | 536.1071 | 479.9164 | 56.1907 | 282.7923 | 483.4316 | -200.6393 |
Avg Daily Profit (%) | 0.2812 | 0.2517 | 0.0295 | 0.0704 | 0.0926 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131998 | -115565 | -142677 | -893053 | -442049 | -523627 |
Profit Factor | 1.7126 | 2.3632 | 1.1404 | 1.1064 | 1.4088 | 0.864 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 43.8596 | 42.1053 | 45.614 | 43.8596 | 42.1053 | 45.614 |
Ratio Avg Win / Avg Loss | 2.1921 | 3.2494 | 1.3597 | 1.4162 | 1.9371 | 1.0302 |
Largest Winning Trade | 266417 | 266417 | 67259 | 506721 | 389453 | 506721 |
Largest Losing Trade | -38088 | -27865 | -38088 | -230605 | -172140 | -230605 |
Avg Bars in Trades | 97 | 77 | 117 | 97 | 77 | 117 |
Avg Bars in Winners | 142 | 103 | 178 | 142 | 103 | 178 |
Avg Bars in Losers | 62 | 58 | 66 | 62 | 58 | 66 |
Bars Traded | 11130 | 4424 | 6706 | 11130 | 4424 | 6706 |
Profit Streak | 0 | 0 | 6.1936 | 0 | 0 | 6.1936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356120 | -170561 | -401606 | -204494 | -250664 | -760177 |
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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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