Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875334.1926 | 714106.2366 | 161227.956 | 1396050.1958 | 730734.0803 | 665316.1155 |
Total P&L (%) | 875.3342 | 714.1062 | 161.228 | 1396.0502 | 730.7341 | 665.3161 |
Avg Daily Profit (%) | 0.5464 | 0.4458 | 0.1006 | 0.169 | 0.1322 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82278 | -71408 | -67598 | -429389 | -642828 | -247417 |
Profit Factor | 2.4132 | 2.9429 | 1.6402 | 1.5232 | 1.4006 | 1.7881 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 39.6226 | 32.0755 | 47.1698 | 39.6226 | 32.0755 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.6773 | 6.2321 | 1.837 | 2.3211 | 2.9661 | 2.0027 |
Largest Winning Trade | 386810 | 386810 | 70880 | 704522 | 704522 | 250061 |
Largest Losing Trade | -55094 | -31092 | -55094 | -195892 | -195892 | -136808 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 4677 | 2048 | 2629 | 4677 | 2048 | 2629 |
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 | 426326 | -171545 | -236667 | 236826 | -201559 | -200664 |
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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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