Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701599.8318 | 547765.0982 | 153834.7336 | 1218662.6097 | 313303.9072 | 905358.7024 |
Total P&L (%) | 701.5998 | 547.7651 | 153.8347 | 1218.6626 | 313.3039 | 905.3587 |
Avg Daily Profit (%) | 0.3775 | 0.2948 | 0.0828 | 0.1389 | 0.0764 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82653 | -71299 | -104596 | -602139 | -828181 | -233439 |
Profit Factor | 2.4905 | 3.2589 | 1.6741 | 1.456 | 1.1839 | 1.9344 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 53.012 | 54.7619 | 51.2195 | 53.012 | 54.7619 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.2075 | 2.6921 | 1.5944 | 1.2905 | 0.978 | 1.8423 |
Largest Winning Trade | 408081 | 408081 | 60823 | 807575 | 807575 | 409042 |
Largest Losing Trade | -44433 | -44433 | -42619 | -346318 | -346318 | -214303 |
Avg Bars in Trades | 64 | 36 | 92 | 64 | 36 | 92 |
Avg Bars in Winners | 89 | 43 | 139 | 89 | 43 | 139 |
Avg Bars in Losers | 35 | 28 | 43 | 35 | 28 | 43 |
Bars Traded | 5324 | 1540 | 3784 | 5324 | 1540 | 3784 |
Profit Streak | 0 | 0 | 51.6065 | 0 | 0 | 51.6065 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482938 | 566562 | -77654 | -7055 | -110216 | -21415 |
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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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