Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601451.5187 | 433438.8173 | 168012.7014 | 1018794.0985 | 724152.9982 | 294641.1004 |
Total P&L (%) | 601.4515 | 433.4388 | 168.0127 | 1018.7941 | 724.153 | 294.6411 |
Avg Daily Profit (%) | 0.3163 | 0.228 | 0.0884 | 0.1271 | 0.111 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109977 | -142587 | -60635 | -1958913 | -2108995 | -792884 |
Profit Factor | 2.0465 | 2.3718 | 1.6492 | 1.1538 | 1.1922 | 1.1031 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40.6593 | 36.9565 | 44.4444 | 40.6593 | 36.9565 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9867 | 4.046 | 2.0615 | 1.6839 | 2.0338 | 1.3788 |
Largest Winning Trade | 208885 | 208885 | 57559 | 1517094 | 1517094 | 742822 |
Largest Losing Trade | -36868 | -32444 | -36868 | -505610 | -505610 | -466930 |
Avg Bars in Trades | 121 | 109 | 134 | 121 | 109 | 134 |
Avg Bars in Winners | 221 | 209 | 231 | 221 | 209 | 231 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 11086 | 5028 | 6058 | 11086 | 5028 | 6058 |
Profit Streak | 0 | 0 | 669.1994 | 0 | 0 | 669.1994 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343160 | 265641 | -72998 | -76619 | -57390 | -204788 |
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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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