Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381106.4292 | 186454.1365 | 194652.2926 | 992260.1992 | 256314.7802 | 735945.4191 |
Total P&L (%) | 381.1064 | 186.4541 | 194.6523 | 992.2602 | 256.3148 | 735.9454 |
Avg Daily Profit (%) | 0.2021 | 0.0989 | 0.1032 | 0.1269 | 0.0674 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88808 | -68003 | -33771 | -416016 | -379792 | -117587 |
Profit Factor | 2.2498 | 1.9683 | 2.7321 | 1.9467 | 1.3383 | 3.5333 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 62.6506 | 57.1429 | 68.2927 | 62.6506 | 57.1429 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.3412 | 1.4762 | 1.2685 | 1.1605 | 1.0037 | 1.6405 |
Largest Winning Trade | 69769 | 69769 | 40395 | 202299 | 202299 | 164583 |
Largest Losing Trade | -66536 | -66536 | -30703 | -376429 | -376429 | -97519 |
Avg Bars in Trades | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Winners | 39 | 29 | 47 | 39 | 29 | 47 |
Avg Bars in Losers | 46 | 41 | 52 | 46 | 41 | 52 |
Bars Traded | 3459 | 1445 | 2014 | 3459 | 1445 | 2014 |
Profit Streak | 0 | 0 | 96.9986 | 0 | 0 | 96.9986 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412219 | -57358 | -47690 | -19988 | -101635 | -32064 |
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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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