Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004909.6905 | 878395.2983 | 126514.3923 | 1492181.0921 | 237058.3139 | 1255122.7782 |
Total P&L (%) | 1004.9097 | 878.3953 | 126.5144 | 1492.1811 | 237.0583 | 1255.1228 |
Avg Daily Profit (%) | 0.5206 | 0.455 | 0.0655 | 0.1435 | 0.063 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108135 | -86396 | -109927 | -842570 | -784657 | -421185 |
Profit Factor | 2.3224 | 3.3319 | 1.3301 | 1.3375 | 1.0927 | 1.6732 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
Ratio Avg Win / Avg Loss | 2.8625 | 5.0856 | 1.3301 | 1.6486 | 1.6678 | 1.6732 |
Largest Winning Trade | 586060 | 586060 | 60930 | 586897 | 586897 | 397984 |
Largest Losing Trade | -54179 | -34154 | -54179 | -421185 | -368435 | -421185 |
Avg Bars in Trades | 117 | 105 | 128 | 117 | 105 | 128 |
Avg Bars in Winners | 166 | 144 | 184 | 166 | 144 | 184 |
Avg Bars in Losers | 77 | 80 | 73 | 77 | 80 | 73 |
Bars Traded | 11248 | 5073 | 6175 | 11248 | 5073 | 6175 |
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 | 483500 | 454537 | -105063 | -1425 | -230230 | -8972 |
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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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