Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581728.6687 | 482922.4166 | 98806.2521 | 1001536.3841 | 74983.7621 | 926552.622 |
Total P&L (%) | 581.7287 | 482.9224 | 98.8063 | 1001.5364 | 74.9838 | 926.5526 |
Avg Daily Profit (%) | 0.2943 | 0.2443 | 0.05 | 0.1214 | 0.0283 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152401 | -139147 | -126918 | -2429372 | -2160520 | -464153 |
Profit Factor | 1.7901 | 2.2705 | 1.2775 | 1.1977 | 1.0233 | 1.5018 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.7241 | 3.7153 | 1.8097 | 1.8227 | 1.6745 | 2.1275 |
Largest Winning Trade | 146317 | 146317 | 66230 | 1146985 | 1028721 | 1146985 |
Largest Losing Trade | -41534 | -41534 | -40430 | -1195680 | -1195680 | -223934 |
Avg Bars in Trades | 66 | 62 | 71 | 66 | 62 | 71 |
Avg Bars in Winners | 111 | 104 | 118 | 111 | 104 | 118 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 7756 | 3634 | 4122 | 7756 | 3634 | 4122 |
Profit Streak | 0 | 0 | 556.5761 | 0 | 0 | 556.5761 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306858 | -172704 | -307927 | -36069 | -533874 | -215613 |
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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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