Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853222.3412 | 638012.8137 | 215209.5274 | 1334381.7562 | 133638.7291 | 1200743.027 |
Total P&L (%) | 853.2223 | 638.0128 | 215.2095 | 1334.3818 | 133.6387 | 1200.743 |
Avg Daily Profit (%) | 0.5773 | 0.4317 | 0.1456 | 0.1804 | 0.0574 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88011 | -131122 | -50966 | -1250053 | -1110837 | -562891 |
Profit Factor | 2.4319 | 2.4095 | 2.5027 | 1.2484 | 1.034 | 1.83 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 48.1928 | 35.7143 | 60.9756 | 48.1928 | 35.7143 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.6143 | 4.337 | 1.6017 | 1.342 | 1.8613 | 1.1712 |
Largest Winning Trade | 418601 | 418601 | 42768 | 896805 | 896805 | 465792 |
Largest Losing Trade | -41748 | -41748 | -28799 | -761594 | -761594 | -562891 |
Avg Bars in Trades | 69 | 92 | 45 | 69 | 92 | 45 |
Avg Bars in Winners | 80 | 128 | 51 | 80 | 128 | 51 |
Avg Bars in Losers | 58 | 72 | 35 | 58 | 72 | 35 |
Bars Traded | 5756 | 3893 | 1863 | 5756 | 3893 | 1863 |
Profit Streak | 0 | 0 | 51.4803 | 0 | 0 | 51.4803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500963 | 327456 | 292746 | 203685 | -303711 | 439078 |
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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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