Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793409.7908 | 625696.4267 | 167713.364 | 1891250.2594 | 278637.8846 | 1612612.3748 |
Total P&L (%) | 793.4098 | 625.6964 | 167.7134 | 1891.2503 | 278.6379 | 1612.6124 |
Avg Daily Profit (%) | 0.496 | 0.3911 | 0.1048 | 0.1872 | 0.0833 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129402 | -118694 | -55541 | -3911136 | -3884282 | -751095 |
Profit Factor | 2.4922 | 2.8069 | 1.9044 | 1.2181 | 1.0453 | 1.6412 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 53.012 | 40.4762 | 65.8537 | 53.012 | 40.4762 | 65.8537 |
Ratio Avg Win / Avg Loss | 2.209 | 4.1278 | 0.9875 | 1.0797 | 1.5372 | 0.851 |
Largest Winning Trade | 315669 | 315669 | 58215 | 2709037 | 2709037 | 1300435 |
Largest Losing Trade | -43416 | -43416 | -35216 | -886657 | -886657 | -633052 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 59 | 61 | 58 | 59 | 61 | 58 |
Avg Bars in Losers | 50 | 60 | 34 | 50 | 60 | 34 |
Bars Traded | 4598 | 2548 | 2050 | 4598 | 2548 | 2050 |
Profit Streak | 0 | 0 | 141.3527 | 0 | 0 | 141.3527 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519493 | 409262 | -48736 | 238480 | -255072 | 418305 |
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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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