Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897303.1739 | 794646.2279 | 102656.946 | 3174851.4048 | 2006380.9293 | 1168470.4756 |
Total P&L (%) | 897.3032 | 794.6462 | 102.6569 | 3174.8514 | 2006.3809 | 1168.4705 |
Avg Daily Profit (%) | 0.3576 | 0.3167 | 0.0409 | 0.1391 | 0.1215 | 0.1013 |
Buy And Hold Return (%) | 202.5912 | 202.5912 | 202.5912 | 202.5912 | 202.5912 | 202.5912 |
Max Trade Drawdown | -114891 | -92808 | -84493 | -634714 | -588028 | -248761 |
Profit Factor | 2.7274 | 3.8376 | 1.4288 | 2.6046 | 2.5146 | 2.787 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.6585 | 51.2195 | 56.0976 | 53.6585 | 51.2195 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.3555 | 3.6549 | 1.1182 | 2.2494 | 2.3948 | 2.1811 |
Largest Winning Trade | 468715 | 468715 | 41527 | 1238247 | 1238247 | 465909 |
Largest Losing Trade | -41819 | -41819 | -40255 | -341504 | -341504 | -145355 |
Avg Bars in Trades | 117 | 139 | 94 | 117 | 139 | 94 |
Avg Bars in Winners | 121 | 119 | 123 | 121 | 119 | 123 |
Avg Bars in Losers | 111 | 160 | 57 | 111 | 160 | 57 |
Bars Traded | 9604 | 5719 | 3885 | 9604 | 5719 | 3885 |
Profit Streak | 0 | 0 | 588.1076 | 0 | 0 | 588.1076 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 159996 | 499678 | -300944 | -10228 | -25382 | -50623 |
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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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