Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711201.7887 | 586109.262 | 125092.5267 | 1065548.3936 | 127444.6046 | 938103.789 |
Total P&L (%) | 711.2018 | 586.1093 | 125.0925 | 1065.5484 | 127.4446 | 938.1038 |
Avg Daily Profit (%) | 0.3813 | 0.3142 | 0.0671 | 0.1317 | 0.0441 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108054 | -63704 | -100221 | -1331422 | -824026 | -507395 |
Profit Factor | 2.3201 | 3.0894 | 1.4844 | 1.2408 | 1.0531 | 1.4635 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 50.4274 | 47.4576 | 53.4483 | 50.4274 | 47.4576 | 53.4483 |
Ratio Avg Win / Avg Loss | 2.2808 | 3.4205 | 1.2929 | 1.2198 | 1.1659 | 1.2747 |
Largest Winning Trade | 482637 | 482637 | 61501 | 621047 | 621047 | 526618 |
Largest Losing Trade | -39070 | -30369 | -39070 | -346209 | -283318 | -346209 |
Avg Bars in Trades | 46 | 37 | 56 | 46 | 37 | 56 |
Avg Bars in Winners | 69 | 57 | 80 | 69 | 57 | 80 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 5496 | 2226 | 3270 | 5496 | 2226 | 3270 |
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 | 517358 | -162752 | -281787 | -16647 | -473850 | -203548 |
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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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