Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527802.2982 | 410092.9946 | 117709.3036 | 835386.1426 | 327980.896 | 507405.2467 |
Total P&L (%) | 527.8023 | 410.093 | 117.7093 | 835.3861 | 327.9809 | 507.4052 |
Avg Daily Profit (%) | 0.2967 | 0.2306 | 0.0662 | 0.1258 | 0.0818 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111590 | -53672 | -99005 | -425976 | -271878 | -161465 |
Profit Factor | 1.936 | 2.4239 | 1.4267 | 1.4999 | 1.3338 | 1.7371 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 40.4255 | 36.1702 | 44.6809 | 40.4255 | 36.1702 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.8531 | 4.2775 | 1.7664 | 2.2104 | 2.3538 | 2.1506 |
Largest Winning Trade | 165424 | 165424 | 72829 | 312048 | 204998 | 312048 |
Largest Losing Trade | -53946 | -25360 | -53946 | -145770 | -145770 | -110743 |
Avg Bars in Trades | 221 | 206 | 236 | 221 | 206 | 236 |
Avg Bars in Winners | 383 | 391 | 376 | 383 | 391 | 376 |
Avg Bars in Losers | 111 | 102 | 122 | 111 | 102 | 122 |
Bars Traded | 20819 | 9719 | 11100 | 20819 | 9719 | 11100 |
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 | 326469 | 259323 | -104587 | -25740 | -87668 | -55781 |
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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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