Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569323.3765 | 449326.1333 | 119997.2432 | 1008320.3501 | 241758.2586 | 766562.0915 |
Total P&L (%) | 569.3234 | 449.3261 | 119.9972 | 1008.3204 | 241.7583 | 766.5621 |
Avg Daily Profit (%) | 0.3035 | 0.2395 | 0.064 | 0.1283 | 0.0655 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70355 | -50841 | -50161 | -1280578 | -1025647 | -778563 |
Profit Factor | 1.9753 | 2.5925 | 1.3979 | 1.1276 | 1.0589 | 1.2018 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 52.5862 | 50 | 55.1724 | 52.5862 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.781 | 2.5925 | 1.1358 | 1.0167 | 1.0589 | 0.9765 |
Largest Winning Trade | 320673 | 320673 | 63041 | 823262 | 823262 | 523578 |
Largest Losing Trade | -40413 | -35516 | -40413 | -615061 | -305553 | -615061 |
Avg Bars in Trades | 95 | 82 | 108 | 95 | 82 | 108 |
Avg Bars in Winners | 103 | 89 | 116 | 103 | 89 | 116 |
Avg Bars in Losers | 86 | 75 | 98 | 86 | 75 | 98 |
Bars Traded | 11055 | 4791 | 6264 | 11055 | 4791 | 6264 |
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 | 479449 | -167152 | -286223 | -100873 | -441244 | -220395 |
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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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