Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767990.7913 | 517937.6016 | 250053.1897 | 3194506.4272 | 298946.1098 | 2895560.3174 |
Total P&L (%) | 767.9908 | 517.9376 | 250.0532 | 3194.5064 | 298.9461 | 2895.5603 |
Avg Daily Profit (%) | 0.4389 | 0.296 | 0.1429 | 0.1999 | 0.0791 | 0.1945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117927 | -143051 | -60163 | -1150510 | -1627638 | -643472 |
Profit Factor | 2.3432 | 2.3563 | 2.3169 | 1.5114 | 1.0725 | 2.363 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 46.1538 | 32.6087 | 60 | 46.1538 | 32.6087 | 60 |
Ratio Avg Win / Avg Loss | 2.7337 | 4.8696 | 1.5446 | 1.7633 | 2.2165 | 1.5753 |
Largest Winning Trade | 238607 | 238607 | 49043 | 791615 | 791615 | 547668 |
Largest Losing Trade | -39647 | -39647 | -26910 | -668801 | -668801 | -313423 |
Avg Bars in Trades | 56 | 61 | 50 | 56 | 61 | 50 |
Avg Bars in Winners | 71 | 88 | 61 | 71 | 88 | 61 |
Avg Bars in Losers | 43 | 49 | 34 | 43 | 49 | 34 |
Bars Traded | 5131 | 2845 | 2286 | 5131 | 2845 | 2286 |
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 | 478398 | 239615 | 125466 | 333748 | -233677 | 498720 |
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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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