Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758001.2214 | 639926.1496 | 118075.0718 | 1424573.017 | 535344.5352 | 889228.4818 |
Total P&L (%) | 758.0012 | 639.9262 | 118.0751 | 1424.573 | 535.3445 | 889.2285 |
Avg Daily Profit (%) | 0.405 | 0.3419 | 0.0631 | 0.1456 | 0.0988 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75323 | -60782 | -61415 | -1906721 | -1098808 | -841960 |
Profit Factor | 2.1507 | 2.7955 | 1.3905 | 1.2027 | 1.1241 | 1.3277 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 46.7593 | 43.5185 | 50 | 46.7593 | 43.5185 | 50 |
Ratio Avg Win / Avg Loss | 2.4488 | 3.6282 | 1.3905 | 1.3694 | 1.4589 | 1.3277 |
Largest Winning Trade | 483313 | 483313 | 58610 | 1041760 | 1041760 | 917920 |
Largest Losing Trade | -25667 | -25667 | -17993 | -695058 | -695058 | -169797 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 10832 | 5437 | 5395 | 10832 | 5437 | 5395 |
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 | 495026 | 424742 | -108329 | 42019 | -147460 | -29057 |
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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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