Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763154.8566 | 573019.2586 | 190135.598 | 3562508.2479 | 1099189.3282 | 2463318.9197 |
Total P&L (%) | 763.1549 | 573.0193 | 190.1356 | 3562.5082 | 1099.1893 | 2463.3189 |
Avg Daily Profit (%) | 0.4717 | 0.3542 | 0.1175 | 0.2228 | 0.1537 | 0.2007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103863 | -137644 | -101156 | -1736452 | -2117196 | -597237 |
Profit Factor | 2.4123 | 2.9482 | 1.7721 | 1.485 | 1.2285 | 1.9719 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.2264 | 39.6226 | 52.8302 | 46.2264 | 39.6226 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.8061 | 4.4925 | 1.5823 | 1.7275 | 1.872 | 1.7606 |
Largest Winning Trade | 276370 | 276370 | 64683 | 1904675 | 1904675 | 1413127 |
Largest Losing Trade | -42128 | -22052 | -42128 | -796617 | -796617 | -389762 |
Avg Bars in Trades | 177 | 165 | 188 | 177 | 165 | 188 |
Avg Bars in Winners | 285 | 286 | 284 | 285 | 286 | 284 |
Avg Bars in Losers | 83 | 85 | 80 | 83 | 85 | 80 |
Bars Traded | 18765 | 8765 | 10000 | 18765 | 8765 | 10000 |
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 | 495717 | -169105 | -212450 | 337412 | -175691 | -167898 |
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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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