Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669482.0548 | 501891.871 | 167590.1838 | 1005544.8343 | 545570.7083 | 459974.126 |
Total P&L (%) | 669.4821 | 501.8919 | 167.5902 | 1005.5448 | 545.5707 | 459.9741 |
Avg Daily Profit (%) | 0.3521 | 0.264 | 0.0881 | 0.1265 | 0.0981 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135311 | -162022 | -51627 | -2873245 | -2955139 | -841320 |
Profit Factor | 2.0252 | 2.351 | 1.5953 | 1.1277 | 1.1157 | 1.1456 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 39.5833 | 33.3333 | 45.8333 | 39.5833 | 33.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.0911 | 4.702 | 1.8853 | 1.7212 | 2.2314 | 1.3539 |
Largest Winning Trade | 240661 | 240661 | 54885 | 2323532 | 2323532 | 757737 |
Largest Losing Trade | -50477 | -35547 | -50477 | -657497 | -567320 | -657497 |
Avg Bars in Trades | 116 | 105 | 128 | 116 | 105 | 128 |
Avg Bars in Winners | 209 | 209 | 209 | 209 | 209 | 209 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 11212 | 5052 | 6160 | 11212 | 5052 | 6160 |
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 | 338098 | 240096 | -73813 | -106539 | -160098 | -133865 |
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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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