Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902937.086 | 785592.9013 | 117344.1847 | 321090.4387 | 1334912.7161 | -1013822.2774 |
Total P&L (%) | 902.9371 | 785.5929 | 117.3442 | 321.0904 | 1334.9127 | -1013.8223 |
Avg Daily Profit (%) | 0.3739 | 0.3253 | 0.0486 | 0.0595 | 0.1104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180515 | -93227 | -146438 | -2270924 | -1266192 | -2212110 |
Profit Factor | 2.0931 | 2.6701 | 1.3299 | 1.0515 | 1.4437 | 0.6855 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 50.8929 | 46.4286 | 55.3571 | 50.8929 | 46.4286 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.0196 | 3.0809 | 1.0725 | 1.0146 | 1.6659 | 0.5528 |
Largest Winning Trade | 422420 | 422420 | 46312 | 1683280 | 1683280 | 424979 |
Largest Losing Trade | -75657 | -51077 | -75657 | -1830936 | -499542 | -1830936 |
Avg Bars in Trades | 83 | 103 | 64 | 83 | 103 | 64 |
Avg Bars in Winners | 94 | 116 | 75 | 94 | 116 | 75 |
Avg Bars in Losers | 73 | 92 | 50 | 73 | 92 | 50 |
Bars Traded | 9400 | 5801 | 3599 | 9400 | 5801 | 3599 |
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 | 501017 | -167242 | -307113 | -276846 | -224615 | -760138 |
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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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