Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555460.4666 | 275722.8534 | 279737.6133 | 1621352.3769 | 317733.0144 | 1303619.3625 |
Total P&L (%) | 555.4605 | 275.7229 | 279.7376 | 1621.3524 | 317.733 | 1303.6194 |
Avg Daily Profit (%) | 0.3182 | 0.158 | 0.1603 | 0.1632 | 0.0819 | 0.1515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107951 | -103843 | -38880 | -667369 | -480527 | -228418 |
Profit Factor | 2.081 | 1.8036 | 2.6387 | 1.7699 | 1.2243 | 2.8902 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 46.5909 | 34.0909 | 59.0909 | 46.5909 | 34.0909 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.3855 | 3.4869 | 1.8268 | 2.0289 | 2.3671 | 2.0009 |
Largest Winning Trade | 174781 | 174781 | 51179 | 489421 | 489421 | 383988 |
Largest Losing Trade | -31789 | -31789 | -28536 | -240906 | -240906 | -138649 |
Avg Bars in Trades | 227 | 207 | 247 | 227 | 207 | 247 |
Avg Bars in Winners | 337 | 364 | 321 | 337 | 364 | 321 |
Avg Bars in Losers | 131 | 126 | 140 | 131 | 126 | 140 |
Bars Traded | 20030 | 9126 | 10904 | 20030 | 9126 | 10904 |
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 | 428907 | 163963 | 487841 | 359579 | -88944 | 517603 |
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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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