Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943337.6535 | 802696.7525 | 140640.9011 | 1382644.9259 | 885553.5909 | 497091.335 |
Total P&L (%) | 943.3377 | 802.6968 | 140.6409 | 1382.6449 | 885.5536 | 497.0913 |
Avg Daily Profit (%) | 0.5048 | 0.4296 | 0.0753 | 0.1444 | 0.1225 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240801 | -62286 | -192250 | -698538 | -451933 | -449708 |
Profit Factor | 2.2326 | 2.9812 | 1.3905 | 1.6987 | 1.8081 | 1.563 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 49.0741 | 40.7407 | 57.4074 | 49.0741 | 40.7407 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.3168 | 4.3362 | 1.0316 | 1.7628 | 2.6299 | 1.1596 |
Largest Winning Trade | 407491 | 407491 | 55209 | 801565 | 801565 | 308471 |
Largest Losing Trade | -75456 | -29184 | -75456 | -347256 | -232243 | -347256 |
Avg Bars in Trades | 48 | 56 | 41 | 48 | 56 | 41 |
Avg Bars in Winners | 53 | 71 | 40 | 53 | 71 | 40 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 5281 | 3067 | 2214 | 5281 | 3067 | 2214 |
Profit Streak | 0 | 0 | 102.2126 | 0 | 0 | 102.2126 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533489 | -167962 | -269955 | 118425 | -209259 | -241692 |
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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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