Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610110.7914 | 524179.1882 | 85931.6032 | 556467.1561 | 343785.6943 | 212681.4617 |
Total P&L (%) | 610.1108 | 524.1792 | 85.9316 | 556.4672 | 343.7857 | 212.6815 |
Avg Daily Profit (%) | 0.3248 | 0.279 | 0.0457 | 0.1002 | 0.0794 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104571 | -64198 | -59905 | -463064 | -374187 | -322689 |
Profit Factor | 2.2343 | 2.9408 | 1.3832 | 1.2218 | 1.2485 | 1.1891 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.6782 | 37.2093 | 50 | 43.6782 | 37.2093 | 50 |
Ratio Avg Win / Avg Loss | 2.881 | 4.9626 | 1.3832 | 1.5755 | 2.1068 | 1.1891 |
Largest Winning Trade | 452053 | 452053 | 62616 | 486859 | 486859 | 178884 |
Largest Losing Trade | -37930 | -29943 | -37930 | -225519 | -141751 | -225519 |
Avg Bars in Trades | 127 | 117 | 137 | 127 | 117 | 137 |
Avg Bars in Winners | 213 | 222 | 206 | 213 | 222 | 206 |
Avg Bars in Losers | 61 | 55 | 68 | 61 | 55 | 68 |
Bars Traded | 11124 | 5067 | 6057 | 11124 | 5067 | 6057 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400696 | 338611 | -131162 | -60270 | -91037 | -124376 |
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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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