Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656395.8266 | 559065.5277 | 97330.299 | 763842.119 | 24170.3171 | 739671.8019 |
Total P&L (%) | 656.3958 | 559.0655 | 97.3303 | 763.8421 | 24.1703 | 739.6718 |
Avg Daily Profit (%) | 0.3498 | 0.298 | 0.0519 | 0.115 | 0.0115 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88645 | -61386 | -68610 | -1097089 | -869227 | -416985 |
Profit Factor | 2.3255 | 2.956 | 1.4649 | 1.1939 | 1.0102 | 1.4742 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 36.4583 | 29.1667 | 43.75 | 36.4583 | 29.1667 | 43.75 |
Ratio Avg Win / Avg Loss | 4.053 | 7.1789 | 1.8834 | 2.0808 | 2.4532 | 1.8953 |
Largest Winning Trade | 450483 | 450483 | 59643 | 562228 | 562228 | 349990 |
Largest Losing Trade | -39867 | -22677 | -39867 | -233030 | -233030 | -193916 |
Avg Bars in Trades | 56 | 50 | 63 | 56 | 50 | 63 |
Avg Bars in Winners | 106 | 106 | 107 | 106 | 106 | 107 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 5451 | 2400 | 3051 | 5451 | 2400 | 3051 |
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 | 314510 | 113696 | -123781 | -50240 | -401137 | -41180 |
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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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