Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641058.401 | 522063.0134 | 118995.3876 | 1768254.5889 | 1064554.2773 | 703700.3116 |
Total P&L (%) | 641.0584 | 522.063 | 118.9954 | 1768.2546 | 1064.5543 | 703.7003 |
Avg Daily Profit (%) | 0.3618 | 0.2946 | 0.0672 | 0.1654 | 0.1386 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103298 | -55838 | -65787 | -2449081 | -1557692 | -1068537 |
Profit Factor | 2.625 | 3.9938 | 1.5406 | 1.3003 | 1.3662 | 1.236 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 36.0465 | 37.2093 | 34.8837 | 36.0465 | 37.2093 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.6573 | 6.7396 | 2.8758 | 2.307 | 2.3055 | 2.3072 |
Largest Winning Trade | 224536 | 224536 | 76954 | 1660462 | 1037615 | 1660462 |
Largest Losing Trade | -39621 | -20009 | -39621 | -643373 | -643373 | -535329 |
Avg Bars in Trades | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Winners | 132 | 105 | 160 | 132 | 105 | 160 |
Avg Bars in Losers | 19 | 25 | 13 | 19 | 25 | 13 |
Bars Traded | 5166 | 2373 | 2793 | 5166 | 2373 | 2793 |
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 | 332284 | 395289 | -106431 | 134703 | -10865 | -40506 |
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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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