Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680105.0717 | 492401.9562 | 187703.1156 | 4533211.3927 | 727588.0709 | 3805623.3219 |
Total P&L (%) | 680.1051 | 492.402 | 187.7031 | 4533.2114 | 727.5881 | 3805.6233 |
Avg Daily Profit (%) | 0.4203 | 0.3043 | 0.116 | 0.2374 | 0.1307 | 0.2268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98780 | -148248 | -91866 | -2983360 | -4139947 | -757421 |
Profit Factor | 2.2254 | 2.595 | 1.7621 | 1.3826 | 1.0895 | 2.0236 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 47.2727 | 45.4545 | 49.0909 | 47.2727 | 45.4545 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.4822 | 3.114 | 1.8274 | 1.5422 | 1.3074 | 2.0986 |
Largest Winning Trade | 142371 | 142371 | 60505 | 2405979 | 2405979 | 1609646 |
Largest Losing Trade | -28982 | -24807 | -28982 | -1501503 | -1501503 | -440632 |
Avg Bars in Trades | 173 | 157 | 189 | 173 | 157 | 189 |
Avg Bars in Winners | 282 | 257 | 304 | 282 | 257 | 304 |
Avg Bars in Losers | 75 | 73 | 77 | 75 | 73 | 77 |
Bars Traded | 19064 | 8663 | 10401 | 19064 | 8663 | 10401 |
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 | 481966 | -168361 | -215195 | 334390 | -322029 | -168296 |
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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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