Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664665.4485 | 514951.967 | 149713.4815 | 2451219.7814 | 2317899.289 | 133320.4924 |
Total P&L (%) | 664.6654 | 514.952 | 149.7135 | 2451.2198 | 2317.8993 | 133.3205 |
Avg Daily Profit (%) | 0.3754 | 0.2909 | 0.0846 | 0.1831 | 0.1801 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107098 | -56044 | -61871 | -5302846 | -2357669 | -3338541 |
Profit Factor | 2.6609 | 3.728 | 1.7082 | 1.176 | 1.3878 | 1.0168 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 54.321 | 51.2195 | 57.5 | 54.321 | 51.2195 | 57.5 |
Ratio Avg Win / Avg Loss | 2.2376 | 3.5505 | 1.2626 | 0.9889 | 1.3217 | 0.7515 |
Largest Winning Trade | 175781 | 175781 | 74432 | 3732542 | 3732542 | 1636856 |
Largest Losing Trade | -40179 | -29188 | -40179 | -2185416 | -1448718 | -2185416 |
Avg Bars in Trades | 127 | 122 | 133 | 127 | 122 | 133 |
Avg Bars in Winners | 161 | 154 | 168 | 161 | 154 | 168 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 10362 | 5041 | 5321 | 10362 | 5041 | 5321 |
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 | -1104 | 571335 | -76922 | -36404 | 312546 | -331726 |
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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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