Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579370.2117 | 379854.2815 | 199515.9302 | 1015936.9007 | 429936.2625 | 586000.6382 |
Total P&L (%) | 579.3702 | 379.8543 | 199.5159 | 1015.9369 | 429.9363 | 586.0006 |
Avg Daily Profit (%) | 0.3049 | 0.1999 | 0.105 | 0.127 | 0.0878 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167446 | -146692 | -42913 | -334023 | -179794 | -230608 |
Profit Factor | 2.0423 | 2.1815 | 1.8513 | 1.6309 | 1.5288 | 1.7352 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 56.701 | 55.102 | 58.3333 | 56.701 | 55.102 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5596 | 1.7775 | 1.3224 | 1.2454 | 1.2456 | 1.2394 |
Largest Winning Trade | 238728 | 238728 | 57933 | 275870 | 272865 | 275870 |
Largest Losing Trade | -53953 | -53953 | -33592 | -154693 | -109221 | -154693 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Losers | 29 | 39 | 18 | 29 | 39 | 18 |
Bars Traded | 3528 | 1906 | 1621 | 3528 | 1906 | 1621 |
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 | 501965 | 451025 | -49224 | -19894 | -73492 | -53837 |
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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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