Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456952.965 | 268130.9881 | 188821.9769 | 1256772.4484 | 800525.8476 | 456246.6008 |
Total P&L (%) | 456.953 | 268.131 | 188.822 | 1256.7724 | 800.5258 | 456.2466 |
Avg Daily Profit (%) | 0.1921 | 0.1127 | 0.0794 | 0.1097 | 0.0924 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87449 | -89339 | -45460 | -2651485 | -1593180 | -1311464 |
Profit Factor | 1.7774 | 1.9925 | 1.5945 | 1.1341 | 1.1761 | 1.0946 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 59.375 | 62.5 | 56.25 | 59.375 | 62.5 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2161 | 1.1955 | 1.2402 | 0.776 | 0.7057 | 0.8513 |
Largest Winning Trade | 61318 | 51658 | 61318 | 876202 | 698695 | 876202 |
Largest Losing Trade | -35363 | -29282 | -35363 | -958812 | -958812 | -765650 |
Avg Bars in Trades | 47 | 22 | 72 | 47 | 22 | 72 |
Avg Bars in Winners | 52 | 17 | 90 | 52 | 17 | 90 |
Avg Bars in Losers | 40 | 29 | 50 | 40 | 29 | 50 |
Bars Traded | 4566 | 1065 | 3501 | 4566 | 1065 | 3501 |
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 | 406238 | -37836 | -84174 | -119315 | -95617 | -213846 |
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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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