Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512782.0007 | 233957.0348 | 278824.9659 | 1506303.3184 | 81523.3458 | 1424779.9726 |
Total P&L (%) | 512.782 | 233.957 | 278.825 | 1506.3033 | 81.5233 | 1424.78 |
Avg Daily Profit (%) | 0.2921 | 0.1333 | 0.1588 | 0.1583 | 0.034 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90107 | -109377 | -50481 | -1689898 | -1258537 | -752517 |
Profit Factor | 2.1689 | 1.8214 | 2.8123 | 1.4092 | 1.0352 | 2.045 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 41 | 28 | 13 | 41 | 28 | 13 |
Profitability (%) | 56.383 | 40.4255 | 72.3404 | 56.383 | 40.4255 | 72.3404 |
Ratio Avg Win / Avg Loss | 1.6778 | 2.6842 | 1.0753 | 1.0901 | 1.5255 | 0.7819 |
Largest Winning Trade | 150545 | 150545 | 56285 | 741265 | 741265 | 534764 |
Largest Losing Trade | -33704 | -33704 | -32444 | -495890 | -495890 | -449015 |
Avg Bars in Trades | 53 | 42 | 64 | 53 | 42 | 64 |
Avg Bars in Winners | 69 | 66 | 70 | 69 | 66 | 70 |
Avg Bars in Losers | 32 | 25 | 47 | 32 | 25 | 47 |
Bars Traded | 5004 | 1988 | 3016 | 5004 | 1988 | 3016 |
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 | 505040 | -15315 | 522100 | 342366 | -331889 | 422718 |
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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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