Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564136.9646 | 459487.1701 | 104649.7944 | 1346941.6959 | 636579.1198 | 710362.5761 |
Total P&L (%) | 564.137 | 459.4872 | 104.6498 | 1346.9417 | 636.5791 | 710.3626 |
Avg Daily Profit (%) | 0.3185 | 0.2595 | 0.0591 | 0.151 | 0.1128 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84643 | -39191 | -90659 | -1354554 | -570713 | -787088 |
Profit Factor | 2.0584 | 3.0111 | 1.3436 | 1.3822 | 1.3975 | 1.3694 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 35.7895 | 38.2979 | 33.3333 | 35.7895 | 38.2979 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.693 | 4.8512 | 2.6873 | 2.4798 | 2.2516 | 2.7388 |
Largest Winning Trade | 166299 | 166299 | 78989 | 752842 | 547528 | 752842 |
Largest Losing Trade | -38951 | -17562 | -38951 | -276325 | -215876 | -276325 |
Avg Bars in Trades | 36 | 31 | 40 | 36 | 31 | 40 |
Avg Bars in Winners | 78 | 64 | 93 | 78 | 64 | 93 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3434 | 1490 | 1945 | 3434 | 1490 | 1945 |
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 | 276867 | 338792 | -118949 | 145543 | -44647 | -39546 |
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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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