Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527207.2737 | 386942.1512 | 140265.1224 | 1450962.6868 | 683910.1627 | 767052.5241 |
Total P&L (%) | 527.2073 | 386.9422 | 140.2651 | 1450.9627 | 683.9102 | 767.0525 |
Avg Daily Profit (%) | 0.2978 | 0.2186 | 0.0792 | 0.155 | 0.1164 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63686 | -40296 | -80577 | -437590 | -504478 | -468798 |
Profit Factor | 2.0069 | 2.5946 | 1.4993 | 1.4965 | 1.4354 | 1.5676 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.956 | 42.2222 | 45.6522 | 43.956 | 42.2222 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.5588 | 3.5505 | 1.7849 | 1.908 | 1.9642 | 1.8662 |
Largest Winning Trade | 153758 | 153758 | 74649 | 358217 | 358217 | 328868 |
Largest Losing Trade | -50255 | -23535 | -50255 | -195151 | -191269 | -195151 |
Avg Bars in Trades | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Winners | 176 | 172 | 179 | 176 | 172 | 179 |
Avg Bars in Losers | 64 | 58 | 70 | 64 | 58 | 70 |
Bars Traded | 10329 | 4805 | 5524 | 10329 | 4805 | 5524 |
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 | 380867 | 351674 | -86369 | 285879 | -38151 | -28400 |
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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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