Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502466.613 | 335170.5124 | 167296.1007 | 1113363.5792 | 319237.0361 | 794126.5431 |
Total P&L (%) | 502.4666 | 335.1705 | 167.2961 | 1113.3636 | 319.237 | 794.1265 |
Avg Daily Profit (%) | 0.2837 | 0.1893 | 0.0945 | 0.141 | 0.081 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80888 | -47125 | -90380 | -845442 | -845442 | -283944 |
Profit Factor | 2.0986 | 2.6846 | 1.6474 | 1.4358 | 1.2119 | 1.7576 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 39.3258 | 42.2222 | 36.3636 | 39.3258 | 42.2222 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.2378 | 3.6737 | 2.8829 | 2.2152 | 1.6584 | 3.0759 |
Largest Winning Trade | 157599 | 157599 | 68592 | 669362 | 363819 | 669362 |
Largest Losing Trade | -47125 | -47125 | -36347 | -845442 | -845442 | -148762 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 3326 | 1777 | 1549 | 3326 | 1777 | 1549 |
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 | 317888 | 348910 | -68979 | -6230 | -87157 | -29269 |
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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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