Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826497.0138 | 635120.0445 | 191376.9692 | 2593785.7428 | 369431.4539 | 2224354.289 |
Total P&L (%) | 826.497 | 635.12 | 191.377 | 2593.7857 | 369.4315 | 2224.3543 |
Avg Daily Profit (%) | 0.4472 | 0.3436 | 0.1035 | 0.1783 | 0.0837 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50535 | -60675 | -31905 | -1941238 | -2426303 | -1089461 |
Profit Factor | 3.0937 | 3.6622 | 2.2254 | 1.2413 | 1.0571 | 1.5199 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 51.7857 | 50 | 53.5714 | 51.7857 | 50 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.8804 | 3.6622 | 1.9287 | 1.1557 | 1.0571 | 1.3172 |
Largest Winning Trade | 583901 | 583901 | 81152 | 1786277 | 1786277 | 1414451 |
Largest Losing Trade | -27337 | -27337 | -15005 | -616309 | -616309 | -444684 |
Avg Bars in Trades | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Winners | 72 | 48 | 95 | 72 | 48 | 95 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 5206 | 1851 | 3355 | 5206 | 1851 | 3355 |
Profit Streak | 0 | 0 | 13.2962 | 0 | 0 | 13.2962 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597248 | -163976 | -229505 | 291843 | -418998 | -169775 |
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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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