Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497642.9849 | 438701.8216 | 58941.1633 | 83474.3999 | 48396.5556 | 35077.8442 |
Total P&L (%) | 497.643 | 438.7018 | 58.9412 | 83.4744 | 48.3966 | 35.0778 |
Avg Daily Profit (%) | 0.2686 | 0.2368 | 0.0318 | 0.0328 | 0.0213 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175072 | -124759 | -109816 | -802181 | -605287 | -504024 |
Profit Factor | 1.8015 | 2.43 | 1.1877 | 1.0386 | 1.0449 | 1.0324 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 43.1579 | 35.4167 | 51.0638 | 43.1579 | 35.4167 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.3727 | 4.4311 | 1.1382 | 1.3679 | 1.9054 | 0.9894 |
Largest Winning Trade | 392361 | 392361 | 60877 | 492265 | 492265 | 264472 |
Largest Losing Trade | -54627 | -45153 | -54627 | -339391 | -261747 | -339391 |
Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Winners | 82 | 70 | 91 | 82 | 70 | 91 |
Avg Bars in Losers | 36 | 29 | 45 | 36 | 29 | 45 |
Bars Traded | 5369 | 2112 | 3257 | 5369 | 2112 | 3257 |
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 | 331801 | 251372 | -165007 | -329587 | -341495 | -360195 |
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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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