Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752423.1435 | 572555.2647 | 179867.8789 | 824871.0469 | 338526.8001 | 486344.2468 |
Total P&L (%) | 752.4231 | 572.5553 | 179.8679 | 824.871 | 338.5268 | 486.3442 |
Avg Daily Profit (%) | 0.51 | 0.3881 | 0.1219 | 0.1509 | 0.1002 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114278 | -164660 | -51208 | -2040037 | -1940313 | -929200 |
Profit Factor | 2.144 | 2.3632 | 1.7566 | 1.122 | 1.0813 | 1.1874 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 34.4828 | 25.8621 | 43.1034 | 34.4828 | 25.8621 | 43.1034 |
Ratio Avg Win / Avg Loss | 4.0736 | 6.7746 | 2.3187 | 2.1318 | 3.0996 | 1.5674 |
Largest Winning Trade | 359167 | 359167 | 60790 | 1465195 | 1465195 | 889334 |
Largest Losing Trade | -34751 | -34751 | -31382 | -397841 | -397841 | -243613 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 71 | 83 | 64 | 71 | 83 | 64 |
Avg Bars in Losers | 18 | 22 | 12 | 18 | 22 | 12 |
Bars Traded | 4249 | 2207 | 2041 | 4249 | 2207 | 2041 |
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 | 325403 | -192201 | -209657 | -83312 | -395523 | -228823 |
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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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