Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730094.9515 | 606410.0393 | 123684.9122 | 1454124.8657 | 328918.222 | 1125206.6437 |
Total P&L (%) | 730.095 | 606.41 | 123.6849 | 1454.1249 | 328.9182 | 1125.2066 |
Avg Daily Profit (%) | 0.3889 | 0.323 | 0.0659 | 0.1462 | 0.0776 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95176 | -50731 | -73699 | -1100158 | -857397 | -513343 |
Profit Factor | 2.7125 | 3.5484 | 1.6566 | 1.3557 | 1.1351 | 1.6809 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 39.7436 | 30.7692 | 48.7179 | 39.7436 | 30.7692 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.1125 | 7.984 | 1.7438 | 2.0555 | 2.5539 | 1.7693 |
Largest Winning Trade | 471479 | 471479 | 60477 | 683279 | 683279 | 501098 |
Largest Losing Trade | -36433 | -27537 | -36433 | -386988 | -285115 | -386988 |
Avg Bars in Trades | 93 | 83 | 102 | 93 | 83 | 102 |
Avg Bars in Winners | 163 | 160 | 165 | 163 | 160 | 165 |
Avg Bars in Losers | 46 | 49 | 43 | 46 | 49 | 43 |
Bars Traded | 7268 | 3260 | 4008 | 7268 | 3260 | 4008 |
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 | -27939 | 301009 | -102310 | -38644 | -167656 | -11619 |
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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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