Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636302.4565 | 507321.6977 | 128980.7587 | 884468.8639 | 106509.6564 | 777959.2075 |
Total P&L (%) | 636.3025 | 507.3217 | 128.9808 | 884.4689 | 106.5097 | 777.9592 |
Avg Daily Profit (%) | 0.2542 | 0.2027 | 0.0515 | 0.0914 | 0.029 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111420 | -109128 | -91105 | -1961430 | -1707599 | -987036 |
Profit Factor | 2.1409 | 2.9125 | 1.441 | 1.1631 | 1.0362 | 1.3138 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 41.3043 | 32.6087 | 50 | 41.3043 | 32.6087 | 50 |
Ratio Avg Win / Avg Loss | 3.0423 | 6.0191 | 1.441 | 1.6528 | 2.1414 | 1.3138 |
Largest Winning Trade | 364893 | 364893 | 57663 | 919635 | 743690 | 919635 |
Largest Losing Trade | -47309 | -22947 | -47309 | -708464 | -388181 | -708464 |
Avg Bars in Trades | 106 | 93 | 119 | 106 | 93 | 119 |
Avg Bars in Winners | 167 | 159 | 172 | 167 | 159 | 172 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 9775 | 4288 | 5487 | 9775 | 4288 | 5487 |
Profit Streak | 0 | 0 | 46.5254 | 0 | 0 | 46.5254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339724 | 249552 | -122528 | -113660 | -340483 | -75826 |
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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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