Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393965.6463 | 1355338.0268 | 38627.6195 | 32577.8608 | -47757.0084 | 80334.8692 |
Total P&L (%) | 1393.9656 | 1355.338 | 38.6276 | 32.5779 | -47.757 | 80.3349 |
Avg Daily Profit (%) | 0.5895 | 0.5731 | 0.0163 | 0.0119 | -0.0275 | 0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109238 | -124658 | -137914 | -587524 | -659719 | -316938 |
Profit Factor | 2.4087 | 3.6057 | 1.0823 | 1.0115 | 0.9697 | 1.0633 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 41.1458 | 34.375 | 47.9167 | 41.1458 | 34.375 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.4454 | 6.8835 | 1.1764 | 1.4468 | 1.8512 | 1.1557 |
Largest Winning Trade | 1407460 | 1407460 | 61255 | 631563 | 631563 | 182068 |
Largest Losing Trade | -37505 | -33787 | -37505 | -209027 | -143928 | -209027 |
Avg Bars in Trades | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Winners | 72 | 65 | 77 | 72 | 65 | 77 |
Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
Bars Traded | 9217 | 4271 | 4946 | 9217 | 4271 | 4946 |
Profit Streak | 0 | 0 | 26.477 | 0 | 0 | 26.477 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486637 | 418501 | -303460 | -390150 | -584374 | -310571 |
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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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