Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463879.8566 | 388262.6969 | 75617.1597 | 228342.8081 | 100331.1587 | 128011.6493 |
Total P&L (%) | 463.8799 | 388.2627 | 75.6172 | 228.3428 | 100.3312 | 128.0116 |
Avg Daily Profit (%) | 0.2026 | 0.1696 | 0.033 | 0.0519 | 0.0304 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205370 | -74162 | -165753 | -170290 | -123078 | -135059 |
Profit Factor | 1.7426 | 2.2924 | 1.2332 | 1.2924 | 1.2205 | 1.3928 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.8297 | 2.6543 | 1.1745 | 1.357 | 1.4132 | 1.3265 |
Largest Winning Trade | 162587 | 162587 | 38421 | 146720 | 146720 | 59608 |
Largest Losing Trade | -48232 | -47198 | -48232 | -79975 | -79975 | -59421 |
Avg Bars in Trades | 80 | 94 | 66 | 80 | 94 | 66 |
Avg Bars in Winners | 96 | 122 | 73 | 96 | 122 | 73 |
Avg Bars in Losers | 64 | 69 | 59 | 64 | 69 | 59 |
Bars Traded | 6593 | 3855 | 2738 | 6593 | 3855 | 2738 |
Profit Streak | 0 | 0 | 242.8806 | 0 | 0 | 242.8806 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 61028 | 372190 | -147542 | -132760 | -154123 | -142595 |
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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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