Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203957.656 | 1144638.9484 | 59318.7076 | 105747.2106 | -109105.0613 | 214852.2718 |
Total P&L (%) | 1203.9577 | 1144.6389 | 59.3187 | 105.7472 | -109.1051 | 214.8523 |
Avg Daily Profit (%) | 0.5781 | 0.5496 | 0.0285 | 0.0346 | 0 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107477 | -110017 | -87608 | -493483 | -713600 | -236005 |
Profit Factor | 2.7416 | 3.839 | 1.2059 | 1.0502 | 0.9196 | 1.2873 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 45.679 | 39.0244 | 52.5 | 45.679 | 39.0244 | 52.5 |
Ratio Avg Win / Avg Loss | 3.2603 | 5.9984 | 1.0911 | 1.2489 | 1.4369 | 1.1647 |
Largest Winning Trade | 1155616 | 1155616 | 57570 | 558360 | 558360 | 207318 |
Largest Losing Trade | -40011 | -34878 | -40011 | -197912 | -197912 | -179070 |
Avg Bars in Trades | 304 | 302 | 307 | 304 | 302 | 307 |
Avg Bars in Winners | 420 | 470 | 383 | 420 | 470 | 383 |
Avg Bars in Losers | 206 | 194 | 223 | 206 | 194 | 223 |
Bars Traded | 24682 | 12383 | 12299 | 24682 | 12383 | 12299 |
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 | -1457 | 494516 | -155682 | -329827 | -583343 | -119003 |
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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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