Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533962.0737 | 437114.1031 | 96847.9705 | 1573425.5935 | 1077789.8093 | 495635.7842 |
Total P&L (%) | 533.9621 | 437.1141 | 96.848 | 1573.4256 | 1077.7898 | 495.6358 |
Avg Daily Profit (%) | 0.5126 | 0.4196 | 0.093 | 0.2708 | 0.237 | 0.1715 |
Buy And Hold Return (%) | 131.6109 | 131.6109 | 131.6109 | 131.6109 | 131.6109 | 131.6109 |
Max Trade Drawdown | -43141 | -47491 | -42160 | -1064383 | -1060035 | -945442 |
Profit Factor | 2.7634 | 3.7092 | 1.6846 | 1.3732 | 1.4898 | 1.2459 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 35.3535 | 30 | 40.8163 | 35.3535 | 30 | 40.8163 |
Ratio Avg Win / Avg Loss | 5.053 | 8.6548 | 2.4427 | 2.511 | 3.4763 | 1.8065 |
Largest Winning Trade | 317823 | 317823 | 33049 | 974269 | 974269 | 595715 |
Largest Losing Trade | -11719 | -11719 | -10696 | -249333 | -249333 | -245459 |
Avg Bars in Trades | 249 | 234 | 265 | 249 | 234 | 265 |
Avg Bars in Winners | 525 | 550 | 507 | 525 | 550 | 507 |
Avg Bars in Losers | 98 | 98 | 98 | 98 | 98 | 98 |
Bars Traded | 24725 | 11711 | 13013 | 24725 | 11711 | 13013 |
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 | 301655 | -174589 | -234902 | 174716 | -177401 | 84088 |
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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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