Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133805.9846 | 994633.6024 | 139172.3822 | 993197.9417 | 19544.6146 | 973653.3271 |
Total P&L (%) | 1133.806 | 994.6336 | 139.1724 | 993.1979 | 19.5446 | 973.6533 |
Avg Daily Profit (%) | 0.6127 | 0.5375 | 0.0752 | 0.1293 | 0.0096 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76795 | -68960 | -48176 | -1750103 | -1421313 | -743594 |
Profit Factor | 3.2186 | 4.4037 | 1.636 | 1.1436 | 1.0048 | 1.3437 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 47.7064 | 43.6364 | 51.8519 | 47.7064 | 43.6364 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.528 | 5.6881 | 1.5191 | 1.2536 | 1.2979 | 1.2477 |
Largest Winning Trade | 1000517 | 1000517 | 59187 | 963819 | 963819 | 870749 |
Largest Losing Trade | -28602 | -28602 | -27857 | -404576 | -404576 | -216691 |
Avg Bars in Trades | 98 | 74 | 122 | 98 | 74 | 122 |
Avg Bars in Winners | 159 | 112 | 199 | 159 | 112 | 199 |
Avg Bars in Losers | 43 | 45 | 40 | 43 | 45 | 40 |
Bars Traded | 10747 | 4118 | 6629 | 10747 | 4118 | 6629 |
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 | 616132 | -164250 | -269246 | -83091 | -584925 | -200716 |
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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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