Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623957.7665 | 480401.9645 | 143555.8019 | 1876775.0746 | 384043.1309 | 1492731.9437 |
Total P&L (%) | 623.9578 | 480.402 | 143.5558 | 1876.7751 | 384.0431 | 1492.7319 |
Avg Daily Profit (%) | 0.3158 | 0.2431 | 0.0727 | 0.1511 | 0.0798 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93088 | -35413 | -177558 | -746375 | -945249 | -302061 |
Profit Factor | 2.1785 | 3.0548 | 1.4855 | 1.805 | 1.2461 | 2.9368 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.0588 | 44.186 | 50 | 47.0588 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 2.4508 | 3.8587 | 1.4855 | 2.0306 | 1.574 | 2.9368 |
Largest Winning Trade | 153050 | 153050 | 76155 | 713557 | 713557 | 590875 |
Largest Losing Trade | -62115 | -30972 | -62115 | -746375 | -746375 | -302061 |
Avg Bars in Trades | 136 | 99 | 174 | 136 | 99 | 174 |
Avg Bars in Winners | 201 | 140 | 257 | 201 | 140 | 257 |
Avg Bars in Losers | 78 | 66 | 92 | 78 | 66 | 92 |
Bars Traded | 11591 | 4260 | 7331 | 11591 | 4260 | 7331 |
Profit Streak | 0 | 0 | 593.1825 | 0 | 0 | 593.1826 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441186 | 418154 | -93720 | 364579 | -87697 | 40613 |
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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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