Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518106.6643 | 375669.3061 | 142437.3583 | 905852.1372 | 462015.2461 | 443836.8911 |
Total P&L (%) | 518.1067 | 375.6693 | 142.4374 | 905.8521 | 462.0152 | 443.8369 |
Avg Daily Profit (%) | 0.2769 | 0.2008 | 0.0761 | 0.1234 | 0.0923 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99813 | -113003 | -81872 | -481757 | -331237 | -315504 |
Profit Factor | 2.0665 | 2.6078 | 1.5649 | 1.4832 | 1.4702 | 1.4975 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.4409 | 59.5745 | 67.3913 | 63.4409 | 59.5745 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.1909 | 1.7696 | 0.7572 | 0.8547 | 0.9976 | 0.7246 |
Largest Winning Trade | 115251 | 115251 | 50200 | 256961 | 256961 | 225159 |
Largest Losing Trade | -77734 | -42006 | -77734 | -315504 | -166378 | -315504 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 68 | 88 | 41 | 68 | 88 | 41 |
Bars Traded | 5410 | 3118 | 2292 | 5410 | 3118 | 2292 |
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 | 496088 | 501226 | -88954 | -26007 | -68965 | -70137 |
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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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