Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602624.6165 | 490033.1726 | 112591.4439 | 892646.6983 | 459663.5777 | 432983.1206 |
Total P&L (%) | 602.6246 | 490.0332 | 112.5914 | 892.6467 | 459.6636 | 432.9831 |
Avg Daily Profit (%) | 0.3376 | 0.2745 | 0.0631 | 0.1287 | 0.0965 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148369 | -46199 | -120640 | -594684 | -473852 | -272666 |
Profit Factor | 1.9762 | 3.2622 | 1.281 | 1.649 | 1.7303 | 1.5804 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4821 | 2.4466 | 0.9607 | 1.2368 | 1.2977 | 1.1853 |
Largest Winning Trade | 160664 | 160664 | 75723 | 490623 | 421789 | 490623 |
Largest Losing Trade | -63118 | -29539 | -63118 | -213826 | -213826 | -151598 |
Avg Bars in Trades | 41 | 28 | 53 | 41 | 28 | 53 |
Avg Bars in Winners | 50 | 34 | 67 | 50 | 34 | 67 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 3460 | 1213 | 2247 | 3460 | 1213 | 2247 |
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 | 468269 | 566678 | -109434 | -17672 | -60689 | -64990 |
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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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