Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702828.8889 | 529216.559 | 173612.3299 | 1436398.7751 | 596010.4491 | 840388.326 |
Total P&L (%) | 702.8289 | 529.2166 | 173.6123 | 1436.3988 | 596.0104 | 840.3883 |
Avg Daily Profit (%) | 0.3697 | 0.2783 | 0.0913 | 0.1438 | 0.1021 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99423 | -148344 | -48343 | -2936939 | -3488452 | -826910 |
Profit Factor | 2.0882 | 2.3483 | 1.6853 | 1.1472 | 1.0972 | 1.2315 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 39.823 | 36.8421 | 42.8571 | 39.823 | 36.8421 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1555 | 4.0256 | 2.2471 | 1.7335 | 1.881 | 1.6419 |
Largest Winning Trade | 254475 | 254475 | 53133 | 2856745 | 2856745 | 850587 |
Largest Losing Trade | -29901 | -29901 | -23693 | -687260 | -687260 | -555265 |
Avg Bars in Trades | 98 | 91 | 104 | 98 | 91 | 104 |
Avg Bars in Winners | 172 | 172 | 172 | 172 | 172 | 172 |
Avg Bars in Losers | 48 | 44 | 53 | 48 | 44 | 53 |
Bars Traded | 11090 | 5230 | 5860 | 11090 | 5230 | 5860 |
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 | 352826 | -172270 | -250698 | -61869 | -354182 | -217192 |
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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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