Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770457.9163 | 552851.0751 | 217606.8412 | 1347674.7388 | 243468.8602 | 1104205.8786 |
Total P&L (%) | 770.4579 | 552.8511 | 217.6068 | 1347.6747 | 243.4689 | 1104.2059 |
Avg Daily Profit (%) | 0.4241 | 0.3044 | 0.1198 | 0.1472 | 0.068 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82857 | -119357 | -48184 | -903751 | -846714 | -442028 |
Profit Factor | 2.6751 | 3.5372 | 1.899 | 1.3485 | 1.1355 | 1.5337 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 32.5 | 30 | 35 | 32.5 | 30 | 35 |
Ratio Avg Win / Avg Loss | 5.556 | 8.2536 | 3.5267 | 2.8008 | 2.6494 | 2.8482 |
Largest Winning Trade | 567936 | 567936 | 68953 | 645418 | 645418 | 550523 |
Largest Losing Trade | -24125 | -18964 | -24125 | -248058 | -175255 | -248058 |
Avg Bars in Trades | 88 | 66 | 110 | 88 | 66 | 110 |
Avg Bars in Winners | 200 | 136 | 254 | 200 | 136 | 254 |
Avg Bars in Losers | 35 | 37 | 32 | 35 | 37 | 32 |
Bars Traded | 10648 | 4018 | 6630 | 10648 | 4018 | 6630 |
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 | 308500 | -161584 | -204765 | -1073 | -349859 | -182280 |
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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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