Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851487.5958 | 703773.2453 | 147714.3505 | 1388029.9908 | 431149.6088 | 956880.382 |
Total P&L (%) | 851.4876 | 703.7732 | 147.7144 | 1388.03 | 431.1496 | 956.8804 |
Avg Daily Profit (%) | 0.4581 | 0.3786 | 0.0795 | 0.1454 | 0.0899 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109483 | -93694 | -94777 | -1207129 | -805490 | -655826 |
Profit Factor | 2.7427 | 3.7584 | 1.6327 | 1.4166 | 1.242 | 1.6172 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 33.7209 | 27.907 | 39.5349 | 33.7209 | 27.907 | 39.5349 |
Ratio Avg Win / Avg Loss | 5.3908 | 9.7092 | 2.4971 | 2.7843 | 3.2085 | 2.4734 |
Largest Winning Trade | 601064 | 601064 | 66163 | 832847 | 832847 | 776331 |
Largest Losing Trade | -36861 | -19407 | -36861 | -299507 | -278114 | -299507 |
Avg Bars in Trades | 62 | 52 | 73 | 62 | 52 | 73 |
Avg Bars in Winners | 132 | 125 | 138 | 132 | 125 | 138 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 5405 | 2264 | 3141 | 5405 | 2264 | 3141 |
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 | 337548 | -502 | -87769 | -2752 | -89073 | -24093 |
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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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