Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641667.5634 | 527158.8108 | 114508.7526 | 1080518.0551 | 384005.6126 | 696512.4425 |
Total P&L (%) | 641.6676 | 527.1588 | 114.5088 | 1080.5181 | 384.0056 | 696.5124 |
Avg Daily Profit (%) | 0.3323 | 0.273 | 0.0593 | 0.1279 | 0.0817 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105651 | -82700 | -82046 | -448510 | -345153 | -198480 |
Profit Factor | 1.918 | 2.6288 | 1.3051 | 1.4432 | 1.2852 | 1.638 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 39.1667 | 31.6667 | 46.6667 | 39.1667 | 31.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.979 | 5.6726 | 1.4915 | 2.2415 | 2.7734 | 1.8719 |
Largest Winning Trade | 259155 | 259155 | 56135 | 384276 | 384276 | 301181 |
Largest Losing Trade | -44998 | -31614 | -44998 | -143973 | -125921 | -143973 |
Avg Bars in Trades | 46 | 33 | 60 | 46 | 33 | 60 |
Avg Bars in Winners | 89 | 69 | 103 | 89 | 69 | 103 |
Avg Bars in Losers | 18 | 16 | 22 | 18 | 16 | 22 |
Bars Traded | 5606 | 1992 | 3614 | 5606 | 1992 | 3614 |
Profit Streak | 0 | 0 | 25.3745 | 0 | 0 | 25.3745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320975 | -162912 | -283558 | -23655 | -259360 | -215863 |
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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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