Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736220.4707 | 587858.4018 | 148362.0689 | 1447002.2632 | 719658.9478 | 727343.3154 |
Total P&L (%) | 736.2205 | 587.8584 | 148.3621 | 1447.0023 | 719.6589 | 727.3433 |
Avg Daily Profit (%) | 0.2944 | 0.2351 | 0.0593 | 0.1096 | 0.0842 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119233 | -142758 | -51445 | -1653511 | -1380659 | -766873 |
Profit Factor | 2.4057 | 3.0285 | 1.6342 | 1.3536 | 1.3049 | 1.4199 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 44.6809 | 42.5532 | 46.8085 | 44.6809 | 42.5532 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.9785 | 4.0884 | 1.8571 | 1.6759 | 1.7616 | 1.6135 |
Largest Winning Trade | 462805 | 462805 | 55063 | 794883 | 794883 | 490196 |
Largest Losing Trade | -26242 | -24576 | -26242 | -442993 | -355340 | -442993 |
Avg Bars in Trades | 77 | 69 | 86 | 77 | 69 | 86 |
Avg Bars in Winners | 115 | 111 | 120 | 115 | 111 | 120 |
Avg Bars in Losers | 47 | 38 | 56 | 47 | 38 | 56 |
Bars Traded | 7324 | 3265 | 4058 | 7324 | 3265 | 4058 |
Profit Streak | 0 | 0 | 41.421 | 0 | 0 | 41.421 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417959 | 407077 | -111216 | -46569 | -81763 | -78358 |
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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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