Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801584.3308 | 647919.2473 | 153665.0835 | 1470056.2605 | 431045.6144 | 1039010.6461 |
Total P&L (%) | 801.5843 | 647.9192 | 153.6651 | 1470.0563 | 431.0456 | 1039.0106 |
Avg Daily Profit (%) | 0.4317 | 0.3489 | 0.0827 | 0.1484 | 0.09 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91427 | -68826 | -71165 | -782308 | -761383 | -335785 |
Profit Factor | 2.5143 | 3.1779 | 1.6628 | 1.3464 | 1.1677 | 1.6211 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 49.4845 | 48.9796 | 50 | 49.4845 | 48.9796 | 50 |
Ratio Avg Win / Avg Loss | 2.5667 | 3.3103 | 1.6628 | 1.3745 | 1.2163 | 1.6211 |
Largest Winning Trade | 560240 | 560240 | 63043 | 663843 | 663843 | 445184 |
Largest Losing Trade | -40916 | -32321 | -40916 | -297398 | -297398 | -279241 |
Avg Bars in Trades | 36 | 28 | 46 | 36 | 28 | 46 |
Avg Bars in Winners | 56 | 37 | 74 | 56 | 37 | 74 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3585 | 1373 | 2213 | 3585 | 1373 | 2213 |
Profit Streak | 0 | 0 | 54.5162 | 0 | 0 | 54.5162 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535262 | 552993 | -77768 | 212345 | -108980 | -12977 |
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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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