Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799329.3611 | 663465.8377 | 135863.5234 | 1466805.451 | 511496.6628 | 955308.7882 |
Total P&L (%) | 799.3294 | 663.4658 | 135.8635 | 1466.8055 | 511.4967 | 955.3088 |
Avg Daily Profit (%) | 0.4261 | 0.3537 | 0.0724 | 0.1468 | 0.0966 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120355 | -76588 | -55249 | -1455627 | -616148 | -850154 |
Profit Factor | 2.743 | 3.4623 | 1.7183 | 1.3176 | 1.209 | 1.4401 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 53.3981 | 47.0588 | 59.6154 | 53.3981 | 47.0588 | 59.6154 |
Ratio Avg Win / Avg Loss | 2.3939 | 3.8951 | 1.164 | 1.1499 | 1.3601 | 0.9755 |
Largest Winning Trade | 563189 | 563189 | 52360 | 798579 | 662442 | 798579 |
Largest Losing Trade | -41208 | -41208 | -33350 | -576522 | -440006 | -576522 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 38 | 31 | 42 | 38 | 31 | 42 |
Avg Bars in Losers | 28 | 42 | 12 | 28 | 42 | 12 |
Bars Traded | 3486 | 1906 | 1580 | 3486 | 1906 | 1580 |
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 | 573072 | -165225 | -272907 | 152173 | -245303 | -204341 |
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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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