Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623061.5104 | 367522.2113 | 255539.299 | 1217751.9314 | 353328.6032 | 864423.3281 |
Total P&L (%) | 623.0615 | 367.5222 | 255.5393 | 1217.7519 | 353.3286 | 864.4233 |
Avg Daily Profit (%) | 0.4218 | 0.2488 | 0.173 | 0.1747 | 0.1024 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187082 | -175666 | -66951 | -693392 | -525009 | -388783 |
Profit Factor | 2.1508 | 2.0383 | 2.3632 | 1.6381 | 1.2903 | 2.2502 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 60 | 50 | 70.2128 | 60 | 50 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.4338 | 2.0383 | 1.0026 | 1.092 | 1.2903 | 0.9546 |
Largest Winning Trade | 193564 | 193564 | 59886 | 474222 | 474222 | 201209 |
Largest Losing Trade | -53144 | -53144 | -50690 | -318075 | -256317 | -318075 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 43 | 30 | 53 | 43 | 30 | 53 |
Avg Bars in Losers | 45 | 58 | 21 | 45 | 58 | 21 |
Bars Traded | 4214 | 2137 | 2077 | 4214 | 2137 | 2077 |
Profit Streak | 0 | 0 | 45.5511 | 0 | 0 | 45.5511 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520683 | 432043 | 536433 | 409029 | -56179 | 477601 |
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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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