Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680442.9692 | 541749.7654 | 138693.2038 | 2502569.0185 | 1627186.4647 | 875382.5538 |
Total P&L (%) | 680.443 | 541.7498 | 138.6932 | 2502.569 | 1627.1865 | 875.3826 |
Avg Daily Profit (%) | 0.3442 | 0.274 | 0.0702 | 0.165 | 0.1442 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123721 | -53165 | -165523 | -704677 | -517601 | -656352 |
Profit Factor | 2.3203 | 3.2064 | 1.514 | 1.885 | 2.1037 | 1.6467 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 33.6842 | 35.4167 | 31.9149 | 33.6842 | 35.4167 | 31.9149 |
Ratio Avg Win / Avg Loss | 4.5682 | 5.847 | 3.2299 | 3.711 | 3.8362 | 3.513 |
Largest Winning Trade | 186406 | 186406 | 66927 | 675412 | 675412 | 436921 |
Largest Losing Trade | -46394 | -30797 | -46394 | -303709 | -163313 | -303709 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 131 | 108 | 158 | 131 | 108 | 158 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 5717 | 2511 | 3206 | 5717 | 2511 | 3206 |
Profit Streak | 0 | 0 | 705.8699 | 0 | 0 | 705.8699 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273480 | 331785 | -102761 | 188097 | -1685 | -41567 |
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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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