Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620923.2981 | 504672.1465 | 116251.1516 | 1313343.1364 | 424584.1803 | 888758.9561 |
Total P&L (%) | 620.9233 | 504.6721 | 116.2512 | 1313.3431 | 424.5842 | 888.759 |
Avg Daily Profit (%) | 0.2636 | 0.2143 | 0.0494 | 0.1125 | 0.0704 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107979 | -43211 | -117013 | -1525535 | -993827 | -803909 |
Profit Factor | 2.0663 | 2.9977 | 1.3526 | 1.2879 | 1.1778 | 1.409 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 41.0714 | 39.2857 | 42.8571 | 41.0714 | 39.2857 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9648 | 4.6328 | 1.8035 | 1.8479 | 1.8202 | 1.8786 |
Largest Winning Trade | 249227 | 249227 | 68659 | 1002008 | 1002008 | 682839 |
Largest Losing Trade | -37483 | -16485 | -37483 | -415677 | -272200 | -415677 |
Avg Bars in Trades | 121 | 110 | 132 | 121 | 110 | 132 |
Avg Bars in Winners | 201 | 187 | 214 | 201 | 187 | 214 |
Avg Bars in Losers | 66 | 61 | 71 | 66 | 61 | 71 |
Bars Traded | 13654 | 6210 | 7443 | 13654 | 6210 | 7443 |
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 | 336071 | -170336 | -308309 | -44416 | -306996 | -243581 |
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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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