Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635107.4522 | 532947.0033 | 102160.4489 | 555519.1139 | 366099.6056 | 189419.5083 |
Total P&L (%) | 635.1075 | 532.947 | 102.1604 | 555.5191 | 366.0996 | 189.4195 |
Avg Daily Profit (%) | 0.2537 | 0.2129 | 0.0408 | 0.0751 | 0.0615 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64197 | -95359 | -44814 | -659223 | -494164 | -424403 |
Profit Factor | 1.9073 | 2.501 | 1.2962 | 1.1478 | 1.1823 | 1.1081 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 52.8796 | 53.125 | 52.6316 | 52.8796 | 53.125 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6996 | 2.2068 | 1.1665 | 1.0228 | 1.0432 | 0.9973 |
Largest Winning Trade | 416585 | 416585 | 59327 | 744541 | 744541 | 239606 |
Largest Losing Trade | -41441 | -41441 | -38983 | -380740 | -252226 | -380740 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 7255 | 3210 | 4045 | 7255 | 3210 | 4045 |
Profit Streak | 0 | 0 | 20.0002 | 0 | 0 | 20.0002 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485701 | 468805 | -137729 | -148816 | -130639 | -238848 |
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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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