Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828003.4656 | 692286.578 | 135716.8876 | 1079269.0205 | 124896.9173 | 954372.1032 |
Total P&L (%) | 828.0035 | 692.2866 | 135.7169 | 1079.269 | 124.8969 | 954.3721 |
Avg Daily Profit (%) | 0.4289 | 0.3586 | 0.0703 | 0.1279 | 0.042 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155419 | -82539 | -118849 | -762176 | -466515 | -637816 |
Profit Factor | 2.2997 | 3.1761 | 1.4255 | 1.367 | 1.0836 | 1.6594 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.2997 | 3.7054 | 1.2219 | 1.367 | 1.2642 | 1.4224 |
Largest Winning Trade | 477944 | 477944 | 51362 | 473852 | 366874 | 473852 |
Largest Losing Trade | -73922 | -42304 | -73922 | -297127 | -187312 | -297127 |
Avg Bars in Trades | 108 | 91 | 124 | 108 | 91 | 124 |
Avg Bars in Winners | 146 | 131 | 158 | 146 | 131 | 158 |
Avg Bars in Losers | 69 | 56 | 85 | 69 | 56 | 85 |
Bars Traded | 11236 | 4742 | 6494 | 11236 | 4742 | 6494 |
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 | 527393 | -166087 | -277768 | -21074 | -446902 | -207111 |
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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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