Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735240.834 | 588893.3953 | 146347.4386 | 2531375.1462 | 762130.1017 | 1769245.0446 |
Total P&L (%) | 735.2408 | 588.8934 | 146.3474 | 2531.3751 | 762.1301 | 1769.245 |
Avg Daily Profit (%) | 0.3947 | 0.3161 | 0.0786 | 0.1757 | 0.1157 | 0.1573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36402 | -41547 | -17641 | -1276138 | -1380135 | -424298 |
Profit Factor | 3.7277 | 4.6803 | 2.3361 | 1.4684 | 1.2317 | 1.8366 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50.4587 | 50.9091 | 50 | 50.4587 | 50.9091 | 50 |
Ratio Avg Win / Avg Loss | 3.6599 | 4.5131 | 2.3361 | 1.4417 | 1.1877 | 1.8366 |
Largest Winning Trade | 535514 | 535514 | 70982 | 871736 | 871736 | 781609 |
Largest Losing Trade | -17867 | -17867 | -10858 | -424298 | -349812 | -424298 |
Avg Bars in Trades | 65 | 47 | 84 | 65 | 47 | 84 |
Avg Bars in Winners | 108 | 69 | 148 | 108 | 69 | 148 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 7179 | 2609 | 4570 | 7179 | 2609 | 4570 |
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 | 608854 | -163346 | -263672 | 334526 | -218393 | -168897 |
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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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