Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456061.3937 | 80366.599 | 375694.7946 | 1714289.6322 | 181369.8312 | 1532919.801 |
Total P&L (%) | 456.0614 | 80.3666 | 375.6948 | 1714.2896 | 181.3698 | 1532.9198 |
Avg Daily Profit (%) | 0.2992 | 0.0527 | 0.2464 | 0.1903 | 0.0679 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99614 | -43213 | -84294 | -2410503 | -603918 | -1984585 |
Profit Factor | 2.7478 | 1.5631 | 4.1786 | 1.4535 | 1.124 | 1.6614 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 20 | 15 | 5 | 20 | 15 | 5 |
Profitability (%) | 82.3009 | 73.6842 | 91.0714 | 82.3009 | 73.6842 | 91.0714 |
Ratio Avg Win / Avg Loss | 0.5909 | 0.5582 | 0.4097 | 0.3126 | 0.4014 | 0.1629 |
Largest Winning Trade | 38803 | 22292 | 38803 | 524409 | 219524 | 524409 |
Largest Losing Trade | -84294 | -32761 | -84294 | -1984585 | -425917 | -1984585 |
Avg Bars in Trades | 23 | 9 | 37 | 23 | 9 | 37 |
Avg Bars in Winners | 13 | 4 | 21 | 13 | 4 | 21 |
Avg Bars in Losers | 66 | 22 | 198 | 66 | 22 | 198 |
Bars Traded | 2604 | 522 | 2082 | 2604 | 522 | 2082 |
Profit Streak | 0 | 0 | 196.0256 | 0 | 0 | 196.0256 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572491 | -299199 | -161166 | 442015 | -364807 | -165334 |
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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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