Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676419.2815 | 580164.8938 | 96254.3878 | 748235.3612 | 410288.9699 | 337946.3913 |
Total P&L (%) | 676.4193 | 580.1649 | 96.2544 | 748.2354 | 410.289 | 337.9464 |
Avg Daily Profit (%) | 0.3599 | 0.3087 | 0.0512 | 0.1138 | 0.0868 | 0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132231 | -66395 | -66471 | -1163675 | -935705 | -615777 |
Profit Factor | 2.4568 | 3.2391 | 1.4691 | 1.1427 | 1.1403 | 1.1457 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.9583 | 45.8333 | 52.0833 | 48.9583 | 45.8333 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.5614 | 3.828 | 1.3515 | 1.1913 | 1.3476 | 1.0541 |
Largest Winning Trade | 503202 | 503202 | 59325 | 816263 | 816263 | 486539 |
Largest Losing Trade | -46289 | -46289 | -39572 | -387209 | -336558 | -387209 |
Avg Bars in Trades | 76 | 66 | 85 | 76 | 66 | 85 |
Avg Bars in Winners | 109 | 89 | 127 | 109 | 89 | 127 |
Avg Bars in Losers | 44 | 47 | 40 | 44 | 47 | 40 |
Bars Traded | 7317 | 3209 | 4108 | 7317 | 3209 | 4108 |
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 | 501744 | 490564 | -123037 | -104317 | -144831 | -147868 |
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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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