Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662110.6496 | 440682.7985 | 221427.8511 | 2507873.1398 | 418579.0159 | 2089294.1239 |
Total P&L (%) | 662.1107 | 440.6828 | 221.4279 | 2507.8731 | 418.579 | 2089.2941 |
Avg Daily Profit (%) | 0.3784 | 0.2518 | 0.1265 | 0.1865 | 0.0941 | 0.1765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118028 | -79689 | -43480 | -1943788 | -1247628 | -787346 |
Profit Factor | 2.3947 | 2.5645 | 2.1469 | 1.514 | 1.134 | 2.1906 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 57.8313 | 52.381 | 63.4146 | 57.8313 | 52.381 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7461 | 2.3314 | 1.2386 | 1.104 | 1.0309 | 1.2638 |
Largest Winning Trade | 241665 | 241665 | 71917 | 1257752 | 568067 | 1257752 |
Largest Losing Trade | -33568 | -33568 | -31074 | -563632 | -563632 | -414772 |
Avg Bars in Trades | 123 | 87 | 160 | 123 | 87 | 160 |
Avg Bars in Winners | 154 | 98 | 201 | 154 | 98 | 201 |
Avg Bars in Losers | 80 | 74 | 88 | 80 | 74 | 88 |
Bars Traded | 10243 | 3664 | 6579 | 10243 | 3664 | 6579 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499028 | 479005 | -19336 | 325872 | -140132 | 456076 |
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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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