Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682555.5362 | 492548.7069 | 190006.8293 | 1711214.3446 | 613172.9642 | 1098041.3804 |
Total P&L (%) | 682.5555 | 492.5487 | 190.0068 | 1711.2143 | 613.173 | 1098.0414 |
Avg Daily Profit (%) | 0.3588 | 0.2589 | 0.0999 | 0.1524 | 0.1033 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135717 | -110120 | -121843 | -1009555 | -1141550 | -582741 |
Profit Factor | 2.2053 | 2.6685 | 1.7009 | 1.3663 | 1.2397 | 1.5196 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 39.8305 | 33.8983 | 45.7627 | 39.8305 | 33.8983 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.3314 | 5.2035 | 2.0158 | 2.0641 | 2.4174 | 1.8011 |
Largest Winning Trade | 282003 | 282003 | 58547 | 911357 | 911357 | 657179 |
Largest Losing Trade | -41370 | -31536 | -41370 | -675918 | -675918 | -506956 |
Avg Bars in Trades | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Winners | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 5431 | 2448 | 2983 | 5431 | 2448 | 2983 |
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 | 358192 | -170004 | -234736 | 201224 | -237017 | -194015 |
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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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