Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900210.5127 | 746522.1252 | 153688.3874 | 1415245.4294 | 235299.5278 | 1179945.9016 |
Total P&L (%) | 900.2105 | 746.5221 | 153.6884 | 1415.2454 | 235.2995 | 1179.9459 |
Avg Daily Profit (%) | 0.4868 | 0.4037 | 0.0831 | 0.1471 | 0.0654 | 0.138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87315 | -74478 | -63236 | -851757 | -723603 | -391578 |
Profit Factor | 2.5577 | 3.2877 | 1.6108 | 1.3083 | 1.086 | 1.636 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 36.9369 | 26.7857 | 47.2727 | 36.9369 | 26.7857 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.3668 | 8.9865 | 1.7967 | 2.2337 | 2.9685 | 1.8247 |
Largest Winning Trade | 651528 | 651528 | 68033 | 849863 | 849863 | 551443 |
Largest Losing Trade | -23779 | -21456 | -23779 | -256423 | -256423 | -216173 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 97 | 102 | 94 | 97 | 102 | 94 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5374 | 2349 | 3025 | 5374 | 2349 | 3025 |
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 | 380886 | -186213 | -260066 | 6828 | -432609 | -186473 |
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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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