Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060827.3488 | 1018886.3395 | 41941.0094 | 35498.1822 | 12721.6442 | 22776.538 |
Total P&L (%) | 1060.8273 | 1018.8863 | 41.941 | 35.4982 | 12.7216 | 22.7765 |
Avg Daily Profit (%) | 0.4513 | 0.4334 | 0.0178 | 0.0129 | 0.0051 | 0.0087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155338 | -70588 | -203832 | -137505 | -137334 | -187072 |
Profit Factor | 2.2368 | 3.5081 | 1.0929 | 1.0438 | 1.0316 | 1.056 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 41.2844 | 33.3333 | 49.0909 | 41.2844 | 33.3333 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.1813 | 7.0162 | 1.1334 | 1.4846 | 2.0632 | 1.0951 |
Largest Winning Trade | 964325 | 964325 | 69530 | 151645 | 151645 | 53230 |
Largest Losing Trade | -63592 | -31228 | -63592 | -49616 | -43187 | -49616 |
Avg Bars in Trades | 126 | 111 | 140 | 126 | 111 | 140 |
Avg Bars in Winners | 202 | 200 | 203 | 202 | 200 | 203 |
Avg Bars in Losers | 72 | 67 | 79 | 72 | 67 | 79 |
Bars Traded | 13741 | 6015 | 7726 | 13741 | 6015 | 7726 |
Profit Streak | 0 | 122.0565 | 0 | 0 | 122.0565 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408344 | -169122 | -469811 | -353597 | -637649 | -525563 |
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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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