Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676738.6197 | 502413.0213 | 174325.5985 | 1039025.8531 | 472075.1142 | 566950.7389 |
Total P&L (%) | 676.7386 | 502.413 | 174.3256 | 1039.0259 | 472.0751 | 566.9507 |
Avg Daily Profit (%) | 0.3654 | 0.2713 | 0.0941 | 0.1314 | 0.0942 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125078 | -103854 | -71816 | -613363 | -570730 | -441444 |
Profit Factor | 2.0885 | 2.558 | 1.5825 | 1.2712 | 1.226 | 1.3254 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 56.4815 | 48.1481 | 64.8148 | 56.4815 | 48.1481 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.6092 | 2.7548 | 0.8591 | 0.9795 | 1.3203 | 0.7195 |
Largest Winning Trade | 301404 | 301404 | 39889 | 613922 | 613922 | 300259 |
Largest Losing Trade | -58964 | -44068 | -58964 | -441444 | -249508 | -441444 |
Avg Bars in Trades | 65 | 49 | 80 | 65 | 49 | 80 |
Avg Bars in Winners | 73 | 61 | 82 | 73 | 61 | 82 |
Avg Bars in Losers | 54 | 39 | 77 | 54 | 39 | 77 |
Bars Traded | 7053 | 2699 | 4354 | 7053 | 2699 | 4354 |
Profit Streak | 0 | 50.8385 | 0 | 0 | 50.8385 | 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 | 523795 | -166262 | -245293 | -17761 | -247336 | -235269 |
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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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