Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450557.5787 | 194803.9457 | 255753.6329 | 1066326.4001 | 262932.1201 | 803394.28 |
Total P&L (%) | 450.5576 | 194.8039 | 255.7536 | 1066.3264 | 262.9321 | 803.3943 |
Avg Daily Profit (%) | 0.2809 | 0.1215 | 0.1595 | 0.1533 | 0.0804 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83903 | -62634 | -57273 | -1302897 | -1052574 | -839879 |
Profit Factor | 2.0571 | 1.8196 | 2.3565 | 1.3048 | 1.1372 | 1.5076 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 57.2816 | 46.1538 | 68.6275 | 57.2816 | 46.1538 | 68.6275 |
Ratio Avg Win / Avg Loss | 1.5341 | 2.1228 | 1.0772 | 0.9731 | 1.3268 | 0.6892 |
Largest Winning Trade | 178167 | 178167 | 58137 | 429138 | 429138 | 369301 |
Largest Losing Trade | -55609 | -32931 | -55609 | -392063 | -392063 | -342367 |
Avg Bars in Trades | 87 | 58 | 117 | 87 | 58 | 117 |
Avg Bars in Winners | 95 | 62 | 117 | 95 | 62 | 117 |
Avg Bars in Losers | 76 | 54 | 116 | 76 | 54 | 116 |
Bars Traded | 8995 | 3024 | 5971 | 8995 | 3024 | 5971 |
Profit Streak | 0 | 0 | 26.9902 | 0 | 0 | 26.9902 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483881 | -208955 | -166447 | 262904 | -336720 | -186699 |
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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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