Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587309.0547 | 423225.0711 | 164083.9835 | 1025648.534 | 809277.3886 | 216371.1454 |
Total P&L (%) | 587.3091 | 423.2251 | 164.084 | 1025.6485 | 809.2774 | 216.3711 |
Avg Daily Profit (%) | 0.3089 | 0.2226 | 0.0863 | 0.1274 | 0.1162 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174963 | -73053 | -154880 | -1252655 | -677814 | -1029476 |
Profit Factor | 2.1297 | 2.8728 | 1.5583 | 1.2532 | 1.441 | 1.0976 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 48.8889 | 37.7778 | 60 | 48.8889 | 37.7778 | 60 |
Ratio Avg Win / Avg Loss | 2.2265 | 4.7316 | 1.0389 | 1.3101 | 2.3734 | 0.7318 |
Largest Winning Trade | 174938 | 174938 | 62297 | 720769 | 720769 | 446524 |
Largest Losing Trade | -45057 | -25585 | -45057 | -387015 | -387015 | -320056 |
Avg Bars in Trades | 121 | 87 | 155 | 121 | 87 | 155 |
Avg Bars in Winners | 204 | 155 | 234 | 204 | 155 | 234 |
Avg Bars in Losers | 41 | 45 | 35 | 41 | 45 | 35 |
Bars Traded | 10912 | 3928 | 6983 | 10912 | 3928 | 6983 |
Profit Streak | 0 | 0 | 562.3781 | 0 | 0 | 562.3781 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461774 | 310018 | -74131 | -22903 | -40128 | -224873 |
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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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