Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511650.7113 | 361683.614 | 149967.0974 | 1884626.5545 | 157177.0871 | 1727449.4674 |
Total P&L (%) | 511.6507 | 361.6836 | 149.9671 | 1884.6266 | 157.1771 | 1727.4495 |
Avg Daily Profit (%) | 0.2587 | 0.1829 | 0.0758 | 0.1512 | 0.0478 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44970 | -61944 | -107402 | -1055660 | -1071607 | -464143 |
Profit Factor | 2.1552 | 2.7864 | 1.6236 | 1.4383 | 1.0545 | 2.222 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.6049 | 2.1807 | 1.1501 | 1.0711 | 0.8252 | 1.5739 |
Largest Winning Trade | 115587 | 115587 | 66144 | 720486 | 720486 | 597598 |
Largest Losing Trade | -34722 | -34722 | -32326 | -1055660 | -1055660 | -255457 |
Avg Bars in Trades | 46 | 36 | 57 | 46 | 36 | 57 |
Avg Bars in Winners | 62 | 54 | 69 | 62 | 54 | 69 |
Avg Bars in Losers | 26 | 13 | 40 | 26 | 13 | 40 |
Bars Traded | 3839 | 1493 | 2346 | 3839 | 1493 | 2346 |
Profit Streak | 0 | 0 | 706.5934 | 0 | 0 | 706.5934 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173172 | 490284 | -87253 | 25946 | -290563 | 372979 |
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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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