Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671962.5252 | 570700.2736 | 101262.2516 | 621969.7992 | 604049.6675 | 17920.1317 |
Total P&L (%) | 671.9625 | 570.7003 | 101.2623 | 621.9698 | 604.0497 | 17.9201 |
Avg Daily Profit (%) | 0.4193 | 0.3561 | 0.0632 | 0.1234 | 0.1219 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81107 | -77696 | -66564 | -732198 | -621988 | -676889 |
Profit Factor | 2.1384 | 2.7751 | 1.3768 | 1.1813 | 1.327 | 1.0113 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 36.0825 | 28.5714 | 43.75 | 36.0825 | 28.5714 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7881 | 6.9378 | 1.7701 | 2.0927 | 3.3175 | 1.3003 |
Largest Winning Trade | 353164 | 353164 | 68923 | 857379 | 857379 | 327520 |
Largest Losing Trade | -38383 | -18551 | -38383 | -200346 | -153991 | -200346 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 118 | 107 | 124 | 118 | 107 | 124 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 6061 | 2583 | 3478 | 6061 | 2583 | 3478 |
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 | 317725 | 14856 | -109230 | -52904 | -42800 | -397778 |
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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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