Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904779.5 | 767702.4715 | 137077.0284 | 2154222.3645 | 1090732.4397 | 1063489.9248 |
Total P&L (%) | 904.7795 | 767.7025 | 137.077 | 2154.2224 | 1090.7324 | 1063.4899 |
Avg Daily Profit (%) | 0.4834 | 0.4102 | 0.0732 | 0.1666 | 0.1324 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64288 | -36901 | -43497 | -2719544 | -1334032 | -1715216 |
Profit Factor | 3.1691 | 5.0729 | 1.5996 | 1.1852 | 1.2086 | 1.1661 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 41.3043 | 36.9565 | 45.6522 | 41.3043 | 36.9565 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.5034 | 8.6537 | 1.9042 | 1.6842 | 2.0616 | 1.3882 |
Largest Winning Trade | 678485 | 678485 | 56191 | 1860632 | 1860632 | 1199914 |
Largest Losing Trade | -30996 | -22323 | -30996 | -1443531 | -862671 | -1443531 |
Avg Bars in Trades | 78 | 66 | 90 | 78 | 66 | 90 |
Avg Bars in Winners | 136 | 116 | 152 | 136 | 116 | 152 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 7253 | 3070 | 4183 | 7253 | 3070 | 4183 |
Profit Streak | 0 | 0 | 53.5565 | 0 | 0 | 53.5565 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481679 | 456603 | -93188 | -11125 | -20176 | -56384 |
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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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