Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560043.1294 | 417143.1767 | 142899.9527 | 1672545.0682 | 411298.8232 | 1261246.245 |
Total P&L (%) | 560.0431 | 417.1432 | 142.9 | 1672.5451 | 411.2988 | 1261.2462 |
Avg Daily Profit (%) | 0.3161 | 0.2354 | 0.0806 | 0.1624 | 0.0921 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99707 | -98911 | -43798 | -3614956 | -2266990 | -1347965 |
Profit Factor | 2.1696 | 2.4264 | 1.7667 | 1.193 | 1.0764 | 1.3844 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 55.2083 | 50 | 60.4167 | 55.2083 | 50 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.7603 | 2.4264 | 1.1575 | 0.9679 | 1.0764 | 0.907 |
Largest Winning Trade | 143169 | 143169 | 64912 | 1510281 | 1510281 | 1265443 |
Largest Losing Trade | -34158 | -34158 | -33111 | -1270598 | -1270598 | -751876 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 67 | 57 | 75 | 67 | 57 | 75 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 5124 | 2129 | 2995 | 5124 | 2129 | 2995 |
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 | 507176 | 454881 | -81604 | -1208 | -206357 | 165196 |
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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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