Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760863.8248 | 638242.0993 | 122621.7255 | 1172051.3371 | 295191.3511 | 876859.986 |
Total P&L (%) | 760.8638 | 638.2421 | 122.6217 | 1172.0513 | 295.1914 | 876.86 |
Avg Daily Profit (%) | 0.4083 | 0.3425 | 0.0658 | 0.1366 | 0.0738 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130921 | -95821 | -65199 | -667554 | -550566 | -308180 |
Profit Factor | 2.3978 | 3.0427 | 1.5288 | 1.3408 | 1.1475 | 1.61 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 37.8641 | 26.9231 | 49.0196 | 37.8641 | 26.9231 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.9348 | 8.2588 | 1.5899 | 2.2003 | 3.1146 | 1.6744 |
Largest Winning Trade | 523208 | 523208 | 47979 | 637518 | 637518 | 357635 |
Largest Losing Trade | -31747 | -31747 | -26643 | -308180 | -188920 | -308180 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 61 | 68 | 57 | 61 | 68 | 57 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 3610 | 1705 | 1906 | 3610 | 1705 | 1906 |
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 | 357856 | -186604 | -282913 | -13300 | -353310 | -206603 |
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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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