Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499811.4978 | 234062.4834 | 265749.0144 | 1300893.7218 | 187104.7965 | 1113788.9253 |
Total P&L (%) | 499.8115 | 234.0625 | 265.749 | 1300.8937 | 187.1048 | 1113.7889 |
Avg Daily Profit (%) | 0.2855 | 0.1337 | 0.1518 | 0.1509 | 0.0603 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72794 | -111858 | -36098 | -564364 | -583825 | -231973 |
Profit Factor | 2.0822 | 1.7318 | 2.8715 | 1.6334 | 1.1309 | 2.7845 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 46.5116 | 34.8837 | 58.1395 | 46.5116 | 34.8837 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.3945 | 3.2326 | 2.0675 | 1.8784 | 2.1109 | 2.0048 |
Largest Winning Trade | 165863 | 165863 | 57716 | 394852 | 394852 | 289818 |
Largest Losing Trade | -31666 | -31666 | -18171 | -233459 | -233459 | -231973 |
Avg Bars in Trades | 116 | 99 | 133 | 116 | 99 | 133 |
Avg Bars in Winners | 171 | 178 | 166 | 171 | 178 | 166 |
Avg Bars in Losers | 68 | 57 | 86 | 68 | 57 | 86 |
Bars Traded | 10013 | 4286 | 5726 | 10013 | 4286 | 5726 |
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 | 402624 | -17068 | 496699 | 345024 | -193742 | 155129 |
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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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