Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587948.5581 | 434288.7521 | 153659.806 | 1339485.3178 | 708073.2314 | 631412.0864 |
Total P&L (%) | 587.9486 | 434.2888 | 153.6598 | 1339.4853 | 708.0732 | 631.4121 |
Avg Daily Profit (%) | 0.5645 | 0.4169 | 0.1475 | 0.2564 | 0.2008 | 0.1912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141186 | -101002 | -56708 | -1941111 | -1436974 | -750867 |
Profit Factor | 2.4123 | 2.6578 | 1.9956 | 1.235 | 1.1986 | 1.2958 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 36.2637 | 28.2609 | 44.4444 | 36.2637 | 28.2609 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.2397 | 6.7466 | 2.4945 | 2.1706 | 3.0425 | 1.6198 |
Largest Winning Trade | 217444 | 217444 | 37386 | 1595490 | 1595490 | 572268 |
Largest Losing Trade | -28387 | -28387 | -16923 | -508346 | -508346 | -341307 |
Avg Bars in Trades | 269 | 236 | 302 | 269 | 236 | 302 |
Avg Bars in Winners | 482 | 492 | 476 | 482 | 492 | 476 |
Avg Bars in Losers | 147 | 136 | 163 | 147 | 136 | 163 |
Bars Traded | 24510 | 10901 | 13609 | 24510 | 10901 | 13609 |
Profit Streak | 0 | 0 | 16.8517 | 0 | 0 | 16.8517 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383381 | -824 | 221616 | 151846 | -8319 | 273934 |
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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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