Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949253.5015 | 787989.3364 | 161264.1651 | 1132842.8904 | 338785.8029 | 794057.0876 |
Total P&L (%) | 949.2535 | 787.9893 | 161.2642 | 1132.8429 | 338.7858 | 794.0571 |
Avg Daily Profit (%) | 0.5108 | 0.424 | 0.0868 | 0.1352 | 0.0796 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96621 | -80904 | -50508 | -1712906 | -1073375 | -959988 |
Profit Factor | 2.6187 | 3.3929 | 1.6272 | 1.1733 | 1.0958 | 1.2646 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 52.5773 | 51.0204 | 54.1667 | 52.5773 | 51.0204 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.362 | 3.2572 | 1.3769 | 1.0583 | 1.052 | 1.0701 |
Largest Winning Trade | 732357 | 732357 | 54337 | 905638 | 905638 | 814033 |
Largest Losing Trade | -45088 | -45088 | -33091 | -772300 | -383194 | -772300 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 49 | 37 | 60 | 49 | 37 | 60 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 3559 | 1511 | 2048 | 3559 | 1511 | 2048 |
Profit Streak | 0 | 0 | 56.8637 | 0 | 0 | 56.8637 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586102 | 600084 | -73113 | -41359 | -201582 | -33241 |
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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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