Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931131.5649 | 691995.1308 | 239136.4341 | 4308189.8878 | 1893613.6382 | 2414576.2495 |
Total P&L (%) | 931.1316 | 691.9951 | 239.1364 | 4308.1899 | 1893.6136 | 2414.5763 |
Avg Daily Profit (%) | 0.5331 | 0.3962 | 0.1369 | 0.217 | 0.1715 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67071 | -99272 | -44722 | -1938554 | -2437002 | -1136376 |
Profit Factor | 2.2921 | 2.7453 | 1.7377 | 1.3918 | 1.3148 | 1.4848 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 86 | 52 | 34 | 86 | 52 | 34 |
Profitability (%) | 45.912 | 35 | 56.962 | 45.912 | 35 | 56.962 |
Ratio Avg Win / Avg Loss | 2.7003 | 5.0984 | 1.313 | 1.6396 | 2.4417 | 1.1219 |
Largest Winning Trade | 469074 | 469074 | 52792 | 1950932 | 1950932 | 1013171 |
Largest Losing Trade | -23249 | -19787 | -23249 | -1112201 | -826302 | -1112201 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 50 | 44 | 54 | 50 | 44 | 54 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5128 | 2085 | 3043 | 5128 | 2085 | 3043 |
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 | 521705 | -10060 | -33854 | 330555 | -15934 | -16656 |
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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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