Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777750.453 | 569504.9783 | 208245.4747 | 1298292.0951 | 420551.0198 | 877741.0753 |
Total P&L (%) | 777.7505 | 569.505 | 208.2455 | 1298.2921 | 420.551 | 877.7411 |
Avg Daily Profit (%) | 0.5234 | 0.3833 | 0.1402 | 0.1777 | 0.1111 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86316 | -83149 | -78107 | -2747769 | -1807062 | -2109239 |
Profit Factor | 2.141 | 2.3783 | 1.7757 | 1.104 | 1.0591 | 1.1635 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 47.0588 | 35.2941 | 58.8235 | 47.0588 | 35.2941 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.4086 | 4.3602 | 1.243 | 1.242 | 1.9417 | 0.8144 |
Largest Winning Trade | 303271 | 303271 | 41728 | 1844339 | 1844339 | 1016980 |
Largest Losing Trade | -40559 | -40559 | -40165 | -1573275 | -643316 | -1573275 |
Avg Bars in Trades | 84 | 89 | 80 | 84 | 89 | 80 |
Avg Bars in Winners | 103 | 123 | 90 | 103 | 123 | 90 |
Avg Bars in Losers | 68 | 70 | 65 | 68 | 70 | 65 |
Bars Traded | 8642 | 4552 | 4090 | 8642 | 4552 | 4090 |
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 | 504080 | -171639 | -182589 | -99132 | -384825 | -213656 |
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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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