Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620339.4678 | 520119.6463 | 100219.8215 | 686833.5579 | 83846.405 | 602987.1529 |
Total P&L (%) | 620.3395 | 520.1196 | 100.2198 | 686.8336 | 83.8464 | 602.9872 |
Avg Daily Profit (%) | 0.3137 | 0.263 | 0.0507 | 0.1044 | 0.0308 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110876 | -122867 | -138636 | -604590 | -733385 | -250223 |
Profit Factor | 2.0316 | 2.3599 | 1.4579 | 1.2972 | 1.0489 | 2.0111 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 39.2857 | 35.7143 | 42.8571 | 39.2857 | 35.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1398 | 4.2479 | 1.9439 | 2.0048 | 1.888 | 2.6815 |
Largest Winning Trade | 194344 | 194344 | 68608 | 362848 | 349194 | 362848 |
Largest Losing Trade | -46798 | -46798 | -46186 | -417314 | -417314 | -95009 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 78 | 88 | 70 | 78 | 88 | 70 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 3649 | 1983 | 1666 | 3649 | 1983 | 1666 |
Profit Streak | 0 | 0 | 594.658 | 0 | 0 | 594.658 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321431 | 272122 | -125224 | -55993 | -322870 | -59163 |
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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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