Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665627.5752 | 570240.0451 | 95387.5302 | 656469.0166 | 378244.2344 | 278224.7822 |
Total P&L (%) | 665.6276 | 570.24 | 95.3875 | 656.469 | 378.2442 | 278.2248 |
Avg Daily Profit (%) | 0.3542 | 0.3035 | 0.0508 | 0.1077 | 0.0833 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138192 | -142700 | -42424 | -910203 | -838634 | -195893 |
Profit Factor | 2.4449 | 3.1891 | 1.4765 | 1.2682 | 1.2679 | 1.2687 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.831 | 4.0749 | 1.5504 | 1.4685 | 1.6201 | 1.3321 |
Largest Winning Trade | 471023 | 471023 | 34193 | 602332 | 602332 | 194840 |
Largest Losing Trade | -41172 | -35269 | -41172 | -346233 | -346233 | -171076 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Losers | 49 | 55 | 42 | 49 | 55 | 42 |
Bars Traded | 5338 | 2870 | 2468 | 5338 | 2870 | 2468 |
Profit Streak | 0 | 57.0196 | 0 | 0 | 57.0196 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 137326 | 491830 | -123284 | -59036 | -82068 | -98920 |
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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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