Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106512.3157 | 998477.1374 | 108035.1782 | 511225.3379 | 77076.3063 | 434149.0315 |
Total P&L (%) | 1106.5123 | 998.4771 | 108.0352 | 511.2253 | 77.0763 | 434.149 |
Avg Daily Profit (%) | 0.4572 | 0.4126 | 0.0446 | 0.0748 | 0.0236 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120142 | -120895 | -88852 | -1369417 | -1129139 | -293591 |
Profit Factor | 2.8345 | 3.9909 | 1.4011 | 1.1455 | 1.0338 | 1.3525 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 52.6786 | 50 | 55.3571 | 52.6786 | 50 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.5462 | 3.9909 | 1.1299 | 1.029 | 1.0338 | 1.0907 |
Largest Winning Trade | 881334 | 881334 | 65129 | 1082332 | 1082332 | 200759 |
Largest Losing Trade | -63773 | -37581 | -63773 | -407933 | -407933 | -282983 |
Avg Bars in Trades | 40 | 29 | 52 | 40 | 29 | 52 |
Avg Bars in Winners | 51 | 34 | 66 | 51 | 34 | 66 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 4566 | 1643 | 2923 | 4566 | 1643 | 2923 |
Profit Streak | 0 | 0 | 20.1932 | 0 | 0 | 20.1932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586503 | -162867 | -311386 | -152409 | -524459 | -278860 |
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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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