Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375659.5032 | 87691.5038 | 287967.9994 | 1145825.1751 | 80051.1545 | 1065774.0206 |
Total P&L (%) | 375.6595 | 87.6915 | 287.968 | 1145.8252 | 80.0512 | 1065.774 |
Avg Daily Profit (%) | 0.2467 | 0.0576 | 0.1891 | 0.1658 | 0.0386 | 0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56982 | -49990 | -32096 | -982985 | -673827 | -558017 |
Profit Factor | 2.2793 | 1.5179 | 3.3162 | 1.3539 | 1.0462 | 1.7085 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 31.5217 | 23.913 | 39.1304 | 31.5217 | 23.913 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.9515 | 4.8297 | 5.1586 | 2.9413 | 3.3288 | 2.6576 |
Largest Winning Trade | 78790 | 78790 | 74315 | 716632 | 553252 | 716632 |
Largest Losing Trade | -13300 | -13300 | -10360 | -172944 | -151026 | -172944 |
Avg Bars in Trades | 64 | 42 | 85 | 64 | 42 | 85 |
Avg Bars in Winners | 165 | 117 | 195 | 165 | 117 | 195 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 5893 | 1944 | 3948 | 5893 | 1944 | 3948 |
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 | 195076 | -148305 | 349733 | 83855 | -344719 | 244515 |
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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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