Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533499.0758 | 395095.4556 | 138403.6201 | 1343197.3386 | 743325.4195 | 599871.9191 |
Total P&L (%) | 533.4991 | 395.0955 | 138.4036 | 1343.1973 | 743.3254 | 599.8719 |
Avg Daily Profit (%) | 0.2865 | 0.2122 | 0.0743 | 0.1434 | 0.1146 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115828 | -152735 | -55876 | -875225 | -852096 | -374399 |
Profit Factor | 2.1622 | 2.6626 | 1.6251 | 1.4516 | 1.4778 | 1.423 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 51.5789 | 56.25 | 46.8085 | 51.5789 | 56.25 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.0298 | 2.0709 | 1.8467 | 1.3628 | 1.1494 | 1.617 |
Largest Winning Trade | 166711 | 166711 | 61025 | 380568 | 380568 | 311716 |
Largest Losing Trade | -37045 | -37045 | -31169 | -278659 | -278659 | -255768 |
Avg Bars in Trades | 111 | 115 | 108 | 111 | 115 | 108 |
Avg Bars in Winners | 162 | 147 | 181 | 162 | 147 | 181 |
Avg Bars in Losers | 57 | 74 | 43 | 57 | 74 | 43 |
Bars Traded | 10634 | 5539 | 5095 | 10634 | 5539 | 5095 |
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 | 480524 | 493296 | -91800 | 12051 | -37579 | -52225 |
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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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