Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783325.5752 | 676435.3699 | 106890.2053 | 915081.0572 | 205736.6283 | 709344.4289 |
Total P&L (%) | 783.3256 | 676.4354 | 106.8902 | 915.0811 | 205.7366 | 709.3444 |
Avg Daily Profit (%) | 0.4176 | 0.3606 | 0.057 | 0.1236 | 0.0596 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86202 | -52367 | -48841 | -2382481 | -1415687 | -1226425 |
Profit Factor | 2.7476 | 3.6053 | 1.5668 | 1.1013 | 1.0402 | 1.1813 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 43.956 | 37.7778 | 50 | 43.956 | 37.7778 | 50 |
Ratio Avg Win / Avg Loss | 3.5032 | 5.9381 | 1.5668 | 1.4042 | 1.7133 | 1.1813 |
Largest Winning Trade | 641884 | 641884 | 55150 | 1428796 | 1428796 | 754109 |
Largest Losing Trade | -28136 | -27480 | -28136 | -733021 | -650336 | -733021 |
Avg Bars in Trades | 60 | 52 | 67 | 60 | 52 | 67 |
Avg Bars in Winners | 96 | 88 | 102 | 96 | 88 | 102 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 5468 | 2345 | 3123 | 5468 | 2345 | 3123 |
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 | 469171 | 413828 | -113936 | -138739 | -293245 | -64669 |
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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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