Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507438.2065 | 400753.4866 | 106684.7198 | 664525.8478 | 529953.575 | 134572.2729 |
Total P&L (%) | 507.4382 | 400.7535 | 106.6847 | 664.5258 | 529.9536 | 134.5723 |
Avg Daily Profit (%) | 0.2715 | 0.2144 | 0.0571 | 0.1089 | 0.0985 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177141 | -103448 | -113069 | -504441 | -277856 | -411935 |
Profit Factor | 1.8838 | 2.2593 | 1.4169 | 1.3965 | 1.5892 | 1.1733 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 42.8571 | 39.2857 | 46.4286 | 42.8571 | 39.2857 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.5117 | 3.4916 | 1.6349 | 1.8621 | 2.4561 | 1.3538 |
Largest Winning Trade | 239965 | 239965 | 43424 | 329573 | 329573 | 165195 |
Largest Losing Trade | -52267 | -40814 | -52267 | -179751 | -112447 | -179751 |
Avg Bars in Trades | 197 | 185 | 209 | 197 | 185 | 209 |
Avg Bars in Winners | 288 | 272 | 301 | 288 | 272 | 301 |
Avg Bars in Losers | 129 | 128 | 129 | 129 | 128 | 129 |
Bars Traded | 22101 | 10361 | 11740 | 22101 | 10361 | 11740 |
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 | 350805 | -172177 | -296235 | -47902 | -242291 | -343288 |
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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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