Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769972.1881 | 653611.2974 | 116360.8907 | 1187444.9405 | 439780.3776 | 747664.5629 |
Total P&L (%) | 769.9722 | 653.6113 | 116.3609 | 1187.4449 | 439.7804 | 747.6646 |
Avg Daily Profit (%) | 0.4124 | 0.3501 | 0.0623 | 0.1369 | 0.0903 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130390 | -96607 | -73799 | -622559 | -492947 | -223851 |
Profit Factor | 2.4428 | 3.1357 | 1.5112 | 1.4023 | 1.2473 | 1.6371 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.0713 | 6.2715 | 2.1156 | 2.3372 | 2.4947 | 2.292 |
Largest Winning Trade | 537151 | 537151 | 63315 | 511927 | 511927 | 294565 |
Largest Losing Trade | -29586 | -29586 | -28433 | -173880 | -173880 | -130041 |
Avg Bars in Trades | 230 | 211 | 248 | 230 | 211 | 248 |
Avg Bars in Winners | 400 | 408 | 394 | 400 | 408 | 394 |
Avg Bars in Losers | 128 | 113 | 144 | 128 | 113 | 144 |
Bars Traded | 22106 | 10165 | 11941 | 22106 | 10165 | 11941 |
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 | 356483 | 321102 | -110381 | -12581 | -77876 | -39729 |
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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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