Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569327.7378 | 470322.9376 | 99004.8001 | 964175.5021 | 556319.9912 | 407855.5109 |
Total P&L (%) | 569.3277 | 470.3229 | 99.0048 | 964.1755 | 556.32 | 407.8555 |
Avg Daily Profit (%) | 0.3201 | 0.2645 | 0.0557 | 0.1331 | 0.1059 | 0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95957 | -57634 | -84373 | -764820 | -490289 | -378146 |
Profit Factor | 2.0505 | 3.203 | 1.3014 | 1.3234 | 1.4373 | 1.2387 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 46.2963 | 46.2963 | 46.2963 | 46.2963 | 46.2963 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.3786 | 3.7155 | 1.5097 | 1.5352 | 1.6672 | 1.4369 |
Largest Winning Trade | 196139 | 196139 | 77551 | 598398 | 385733 | 598398 |
Largest Losing Trade | -47706 | -21279 | -47706 | -296921 | -245069 | -296921 |
Avg Bars in Trades | 96 | 81 | 111 | 96 | 81 | 111 |
Avg Bars in Winners | 157 | 121 | 194 | 157 | 121 | 194 |
Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
Bars Traded | 10398 | 4397 | 6001 | 10398 | 4397 | 6001 |
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 | 425130 | -167201 | -298867 | -14783 | -230710 | -252698 |
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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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