Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820957.1166 | 764576.7161 | 56380.4005 | 1261696.7161 | 860140.7067 | 401556.0093 |
Total P&L (%) | 820.9571 | 764.5767 | 56.3804 | 1261.6967 | 860.1407 | 401.556 |
Avg Daily Profit (%) | 0.3766 | 0.3507 | 0.0259 | 0.1199 | 0.1038 | 0.074 |
Buy And Hold Return (%) | 404.386 | 404.386 | 404.386 | 404.386 | 404.386 | 404.386 |
Max Trade Drawdown | -135938 | -74610 | -153255 | -1657130 | -1313292 | -606512 |
Profit Factor | 2.4583 | 4.4 | 1.1668 | 1.2922 | 1.3753 | 1.1982 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 54.955 | 53.5714 | 56.3636 | 54.955 | 53.5714 | 56.3636 |
Ratio Avg Win / Avg Loss | 2.015 | 3.8133 | 0.9033 | 1.0592 | 1.1919 | 0.9276 |
Largest Winning Trade | 395583 | 395583 | 57346 | 1120344 | 1120344 | 403639 |
Largest Losing Trade | -53951 | -35278 | -53951 | -723024 | -723024 | -444770 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Losers | 22 | 16 | 29 | 22 | 16 | 29 |
Bars Traded | 4110 | 2078 | 2032 | 4110 | 2078 | 2032 |
Profit Streak | 0 | 0 | 28.3402 | 0 | 0 | 28.3402 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305316 | -170528 | -541539 | -34611 | -239065 | -442800 |
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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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