Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753713.5234 | 638055.4189 | 115658.1044 | 236480.7697 | 135235.5728 | 101245.1969 |
Total P&L (%) | 753.7135 | 638.0554 | 115.6581 | 236.4808 | 135.2356 | 101.2452 |
Avg Daily Profit (%) | 0.4674 | 0.3957 | 0.0717 | 0.0753 | 0.0531 | 0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135480 | -123420 | -77759 | -300028 | -289123 | -233289 |
Profit Factor | 2.0304 | 2.5527 | 1.3608 | 1.1575 | 1.1509 | 1.1672 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 44.7619 | 32.6923 | 56.6038 | 44.7619 | 32.6923 | 56.6038 |
Ratio Avg Win / Avg Loss | 2.5055 | 5.2556 | 1.0433 | 1.4284 | 2.3696 | 0.8949 |
Largest Winning Trade | 433692 | 433692 | 35846 | 263191 | 263191 | 84061 |
Largest Losing Trade | -66900 | -38855 | -66900 | -124576 | -124576 | -118886 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 79 | 90 | 73 | 79 | 90 | 73 |
Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
Bars Traded | 6286 | 3117 | 3169 | 6286 | 3117 | 3169 |
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 | 447280 | -172486 | -275915 | -141465 | -362502 | -352409 |
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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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