Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946012.9722 | 808411.0762 | 137601.8959 | 813939.7872 | 233808.1248 | 580131.6624 |
Total P&L (%) | 946.013 | 808.4111 | 137.6019 | 813.9398 | 233.8081 | 580.1317 |
Avg Daily Profit (%) | 0.5118 | 0.4374 | 0.0744 | 0.1198 | 0.0652 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139768 | -116000 | -67548 | -1502339 | -1519624 | -799606 |
Profit Factor | 2.5208 | 3.3046 | 1.5073 | 1.1464 | 1.0719 | 1.2515 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 50.4505 | 42.8571 | 58.1818 | 50.4505 | 42.8571 | 58.1818 |
Ratio Avg Win / Avg Loss | 2.4758 | 4.4061 | 1.0834 | 1.126 | 1.4292 | 0.8995 |
Largest Winning Trade | 719514 | 719514 | 57647 | 1547296 | 1547296 | 316211 |
Largest Losing Trade | -54627 | -45225 | -54627 | -745837 | -745837 | -575136 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 5385 | 2379 | 3006 | 5385 | 2379 | 3006 |
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 | 571018 | -166448 | -271187 | -91773 | -430074 | -234897 |
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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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