Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921122.3837 | 723466.9086 | 197655.4752 | 5125070.2888 | 66466.0655 | 5058604.2233 |
Total P&L (%) | 921.1224 | 723.4669 | 197.6555 | 5125.0703 | 66.4661 | 5058.6042 |
Avg Daily Profit (%) | 0.3823 | 0.3003 | 0.082 | 0.1643 | 0.0212 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116876 | -88816 | -97157 | -6472836 | -4683729 | -2256752 |
Profit Factor | 2.4553 | 3.1609 | 1.6629 | 1.2075 | 1.0046 | 1.4952 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.3481 | 5.0574 | 1.9401 | 1.6465 | 1.6073 | 1.7444 |
Largest Winning Trade | 321329 | 321329 | 64517 | 3488059 | 3488059 | 3025721 |
Largest Losing Trade | -30758 | -28030 | -30758 | -1772087 | -1772087 | -1499710 |
Avg Bars in Trades | 90 | 80 | 99 | 90 | 80 | 99 |
Avg Bars in Winners | 151 | 138 | 161 | 151 | 138 | 161 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 9405 | 4211 | 5194 | 9405 | 4211 | 5194 |
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 | 416166 | -169607 | -261820 | 203316 | -563747 | -171435 |
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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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