Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437053.0864 | 319087.9358 | 117965.1506 | 226353.4439 | 189193.2611 | 37160.1828 |
Total P&L (%) | 437.0531 | 319.0879 | 117.9652 | 226.3534 | 189.1933 | 37.1602 |
Avg Daily Profit (%) | 0.2277 | 0.1662 | 0.0615 | 0.0616 | 0.0553 | 0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119322 | -99346 | -65284 | -984135 | -852818 | -586331 |
Profit Factor | 1.7991 | 2.0385 | 1.4922 | 1.064 | 1.0944 | 1.0243 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.2854 | 2.718 | 1.8063 | 1.3516 | 1.4592 | 1.2399 |
Largest Winning Trade | 266630 | 266630 | 50157 | 747571 | 747571 | 319633 |
Largest Losing Trade | -28708 | -28708 | -27499 | -295182 | -295182 | -270507 |
Avg Bars in Trades | 68 | 73 | 62 | 68 | 73 | 62 |
Avg Bars in Winners | 103 | 109 | 97 | 103 | 109 | 97 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 5727 | 3090 | 2637 | 5727 | 3090 | 2637 |
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 | 330474 | 305008 | -110310 | -262802 | -238482 | -368949 |
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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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