Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912750.0595 | 760937.4002 | 151812.6594 | 2791675.023 | 15967.0995 | 2775707.9235 |
Total P&L (%) | 912.7501 | 760.9374 | 151.8127 | 2791.675 | 15.9671 | 2775.7079 |
Avg Daily Profit (%) | 0.3857 | 0.3215 | 0.0641 | 0.1423 | 0.0063 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96996 | -45390 | -126192 | -2098495 | -1451064 | -647431 |
Profit Factor | 2.6745 | 4.0564 | 1.5127 | 1.5258 | 1.0049 | 2.3375 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 55.0459 | 52.7273 | 57.4074 | 55.0459 | 52.7273 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.1842 | 3.6368 | 1.1223 | 1.2461 | 0.901 | 1.7342 |
Largest Winning Trade | 569698 | 569698 | 61385 | 1718627 | 642361 | 1718627 |
Largest Losing Trade | -47871 | -24704 | -47871 | -796154 | -796154 | -488271 |
Avg Bars in Trades | 59 | 39 | 80 | 59 | 39 | 80 |
Avg Bars in Winners | 82 | 54 | 108 | 82 | 54 | 108 |
Avg Bars in Losers | 31 | 23 | 41 | 31 | 23 | 41 |
Bars Traded | 6509 | 2171 | 4338 | 6509 | 2171 | 4338 |
Profit Streak | 0 | 0 | 58.8888 | 0 | 0 | 58.8888 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564135 | -163522 | -284429 | -302 | -590503 | -177106 |
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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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