Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737668.2418 | 588300.2084 | 149368.0333 | 1063466.733 | 840153.9672 | 223312.7658 |
Total P&L (%) | 737.6682 | 588.3002 | 149.368 | 1063.4667 | 840.154 | 223.3128 |
Avg Daily Profit (%) | 0.4627 | 0.369 | 0.0937 | 0.1541 | 0.1407 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66763 | -79653 | -81605 | -1329634 | -1439760 | -1169891 |
Profit Factor | 2.332 | 2.7173 | 1.7071 | 1.1831 | 1.2342 | 1.1006 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 42.5287 | 29.5455 | 55.814 | 42.5287 | 29.5455 | 55.814 |
Ratio Avg Win / Avg Loss | 3.1513 | 6.4797 | 1.3515 | 1.5988 | 2.9432 | 0.8713 |
Largest Winning Trade | 335251 | 335251 | 73347 | 1783922 | 1783922 | 386777 |
Largest Losing Trade | -23587 | -21956 | -23587 | -561046 | -397876 | -561046 |
Avg Bars in Trades | 108 | 91 | 125 | 108 | 91 | 125 |
Avg Bars in Winners | 176 | 186 | 170 | 176 | 186 | 170 |
Avg Bars in Losers | 57 | 51 | 68 | 57 | 51 | 68 |
Bars Traded | 9410 | 4004 | 5405 | 9410 | 4004 | 5405 |
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 | 433837 | 177990 | -64949 | -13021 | -13764 | -205406 |
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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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