Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941275.3363 | 767132.6668 | 174142.6695 | 1980869.6914 | 206956.0289 | 1773913.6625 |
Total P&L (%) | 941.2753 | 767.1327 | 174.1427 | 1980.8697 | 206.956 | 1773.9137 |
Avg Daily Profit (%) | 0.5871 | 0.4785 | 0.1086 | 0.1895 | 0.07 | 0.183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116916 | -109193 | -59955 | -3053101 | -2843444 | -646832 |
Profit Factor | 2.6222 | 3.0031 | 1.8828 | 1.2525 | 1.037 | 1.7889 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 44.186 | 34.8837 | 53.4884 | 44.186 | 34.8837 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.3123 | 5.6057 | 1.6372 | 1.5821 | 1.9357 | 1.5555 |
Largest Winning Trade | 486717 | 486717 | 54753 | 1375952 | 1375952 | 835059 |
Largest Losing Trade | -38864 | -38864 | -34927 | -878129 | -878129 | -343551 |
Avg Bars in Trades | 108 | 114 | 101 | 108 | 114 | 101 |
Avg Bars in Winners | 152 | 184 | 132 | 152 | 184 | 132 |
Avg Bars in Losers | 73 | 77 | 66 | 73 | 77 | 66 |
Bars Traded | 9308 | 4944 | 4364 | 9308 | 4944 | 4364 |
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 | 515389 | 371752 | -43897 | 245581 | -284057 | 424368 |
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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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