Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549092.7697 | 469378.0503 | 79714.7195 | 619472.5023 | 342704.3015 | 276768.2007 |
Total P&L (%) | 549.0928 | 469.3781 | 79.7147 | 619.4725 | 342.7043 | 276.7682 |
Avg Daily Profit (%) | 0.3094 | 0.2645 | 0.0449 | 0.1112 | 0.0839 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96459 | -44188 | -96251 | -461981 | -303239 | -184628 |
Profit Factor | 2.0054 | 3.1216 | 1.2453 | 1.3877 | 1.4318 | 1.3442 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 37.2093 | 37.2093 | 37.2093 | 37.2093 | 37.2093 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.384 | 5.2678 | 2.1015 | 2.3418 | 2.4162 | 2.2684 |
Largest Winning Trade | 195000 | 195000 | 80021 | 299393 | 255833 | 299393 |
Largest Losing Trade | -52759 | -20196 | -52759 | -144200 | -144200 | -131018 |
Avg Bars in Trades | 120 | 105 | 135 | 120 | 105 | 135 |
Avg Bars in Winners | 236 | 196 | 275 | 236 | 196 | 275 |
Avg Bars in Losers | 52 | 52 | 53 | 52 | 52 | 53 |
Bars Traded | 10402 | 4556 | 5846 | 10402 | 4556 | 5846 |
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 | 289393 | 331688 | -136983 | -47073 | -83917 | -96577 |
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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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