Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560122.1598 | 381498.2291 | 178623.9307 | 1757417.1811 | -183658.7693 | 1941075.9504 |
Total P&L (%) | 560.1222 | 381.4982 | 178.6239 | 1757.4172 | -183.6588 | 1941.076 |
Avg Daily Profit (%) | 0.2832 | 0.1929 | 0.0903 | 0.1479 | 0 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89330 | -93563 | -134700 | -1504590 | -1578445 | -931780 |
Profit Factor | 2.0609 | 2.5633 | 1.6291 | 1.2827 | 0.9556 | 1.934 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 57.9545 | 54.5455 | 61.3636 | 57.9545 | 54.5455 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.4951 | 2.1361 | 1.0257 | 0.9306 | 0.7963 | 1.2177 |
Largest Winning Trade | 92464 | 92464 | 45687 | 752547 | 752547 | 718221 |
Largest Losing Trade | -50411 | -50241 | -50411 | -1504590 | -1504590 | -825270 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 33 | 33 | 32 | 33 | 33 | 32 |
Bars Traded | 3828 | 1934 | 1895 | 3828 | 1934 | 1895 |
Profit Streak | 0 | 0 | 657.7751 | 0 | 0 | 657.7751 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461589 | 471438 | -67532 | 156053 | -580130 | 470095 |
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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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