Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533130.0052 | 344077.2363 | 189052.7689 | 1998420.2021 | 1031223.4386 | 967196.7635 |
Total P&L (%) | 533.13 | 344.0772 | 189.0528 | 1998.4202 | 1031.2234 | 967.1968 |
Avg Daily Profit (%) | 0.3907 | 0.2522 | 0.1386 | 0.2233 | 0.1779 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45463 | -39608 | -83785 | -930604 | -785599 | -930604 |
Profit Factor | 2.4854 | 3.519 | 1.8503 | 1.7307 | 1.8682 | 1.6252 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 51.1628 | 39.5349 | 62.7907 | 51.1628 | 39.5349 | 62.7907 |
Ratio Avg Win / Avg Loss | 2.3724 | 5.382 | 1.0965 | 1.6521 | 2.8572 | 0.9631 |
Largest Winning Trade | 209324 | 209324 | 63241 | 811582 | 670995 | 811582 |
Largest Losing Trade | -40449 | -17052 | -40449 | -930604 | -358351 | -930604 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 2544 | 1094 | 1450 | 2544 | 1094 | 1450 |
Profit Streak | 0 | 34.3698 | 0 | 0 | 34.3698 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542264 | 416754 | -3962 | 438331 | 295049 | 353546 |
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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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