Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359820.4368 | 296076.5696 | 63743.8672 | 1004475.5955 | 836062.1052 | 168413.4903 |
Total P&L (%) | 359.8204 | 296.0766 | 63.7439 | 1004.4756 | 836.0621 | 168.4135 |
Avg Daily Profit (%) | 0.4085 | 0.3361 | 0.0724 | 0.2731 | 0.2542 | 0.1122 |
Buy And Hold Return (%) | 190.1013 | 190.1013 | 190.1013 | 190.1013 | 190.1013 | 190.1013 |
Max Trade Drawdown | -39778 | -33589 | -35262 | -380332 | -272168 | -174721 |
Profit Factor | 2.1603 | 2.7026 | 1.468 | 1.7155 | 1.9459 | 1.3238 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.8372 | 46.5116 | 51.1628 | 48.8372 | 46.5116 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.2632 | 3.108 | 1.4013 | 1.7972 | 2.2378 | 1.2637 |
Largest Winning Trade | 104584 | 104584 | 29467 | 500460 | 500460 | 170840 |
Largest Losing Trade | -17637 | -17637 | -15079 | -176642 | -176642 | -174721 |
Avg Bars in Trades | 119 | 124 | 114 | 119 | 124 | 114 |
Avg Bars in Winners | 161 | 163 | 159 | 161 | 163 | 159 |
Avg Bars in Losers | 79 | 89 | 68 | 79 | 89 | 68 |
Bars Traded | 10284 | 5340 | 4944 | 10284 | 5340 | 4944 |
Profit Streak | 0 | 0 | 47.8056 | 0 | 0 | 47.8056 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 204719 | 100651 | -260220 | 379687 | 324825 | -208049 |
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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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